Derivatives - DrWaleKesh

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Derivative Instrument and Derivative Market Features 2 Topics | 1 Quiz

Lesson Content

0% Complete 0/2 Steps

a. define a derivative and describe basic features of a derivative instrument

b. describe the basic features of derivative markets, and contrast over-the-counter and exchange-traded derivative markets

Wale-Kesh Quiz: Derivative Instrument and Derivative Market Features

Forward Commitment and Contingent Claim Features and Instruments 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. define forward contracts, futures contracts, swaps, options (calls and puts), and credit derivatives and compare their basic characteristics

b. determine the value at expiration and profit from a long or a short position in a call or put option

c. contrast forward commitments with contingent claims

Wale-Kesh Quiz: Forward Commitment and Contingent Claim Features and Instruments

Derivative Benefits, Risks, and Issuer and Investor Uses 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. describe benefits and risks of derivative instruments

b. compare the use of derivatives among issuers and investors

curriculum end of chapter questions

Wale-Kesh Quiz: Derivative Benefits, Risks, and Issuer and Investor Uses

Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. explain how the concepts of arbitrage and replication are used in pricing derivatives

b. explain the difference between the spot and expected future price of an underlying and the cost of carry associated with holding the underlying asset

curriculum end of chapter questions

Wale-Kesh Quiz: Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives

Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. explain how the value and price of a forward contract are determined at initiation, during the life of the contract, and at expiration

b. explain how forward rates are determined for interest rate forward contracts and describe the uses of these forward rates.

curriculum end of chapter questions

Wale-Kesh Quiz: Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

Pricing and Valuation of Futures Contracts 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. compare the value and price of forward and futures contracts

b. explain why forward and futures prices differ

curriculum end of chapter questions

Wale-Kesh Quiz: Pricing and Valuation of Futures Contracts

Pricing and Valuation of Interest Rates and Other Swaps 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. describe how swap contracts are similar to but different from a series of forward contracts

b. contrast the value and price of swaps

curriculum end of chapter questions

Wale-Kesh Quiz: Pricing and Valuation of Interest Rates and Other Swaps

Pricing and Valuation of Options 4 Topics | 1 Quiz

Lesson Content

0% Complete 0/4 Steps

a. explain the exercise value, moneyness, and time value of an option

b. contrast the use of arbitrage and replication concepts in pricing forward commitments and contingent claims

c. identify the factors that determine the value of an option and describe how each factor affects the value of an option

curriculum end of chapter questions

Wale-Kesh Quiz: Pricing and Valuation of Options

Option Replication Using Put–Call Parity 3 Topics | 2 Quizzes

Lesson Content

0% Complete 0/3 Steps

a. explain put–call parity for European options

b. explain put–call forward parity for European options

curriculum end of chapter questions

Wale-Kesh Quiz: Option Replication Using Put–Call Parity

Wale-Kesh Quiz: Option Replication Using Put–Call Parity

Valuing a Derivative Using a One-Period Binomial Model 3 Topics | 1 Quiz

Lesson Content

0% Complete 0/3 Steps

a. explain how to value a derivative using a one-period binomial model

b. describe the concept of risk neutrality in derivatives pricing

curriculum end of chapter questions

Wale-Kesh Quiz: Valuing a Derivative Using a One-Period Binomial Model

Wale-Kesh Quiz: Forward Commitment and Contingent Claim Features and Instruments

Wale-Kesh Quiz: Forward Commitment and Contingent Claim Features and Instruments

Wale-Kesh Quiz: Derivative Benefits, Risks, and Issuer and Investor Uses

Wale-Kesh Quiz: Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives

Wale-Kesh Quiz: Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

Wale-Kesh Quiz: Pricing and Valuation of Futures Contracts

Wale-Kesh Quiz: Pricing and Valuation of Interest Rates and Other Swaps

Wale-Kesh Quiz: Pricing and Valuation of Options

Wale-Kesh Quiz: Option Replication Using Put–Call Parity

Wale-Kesh Quiz: Valuing a Derivative Using a One-Period Binomial Model

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Olawale

34 Courses

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Course Includes

10 Lessons
30 Topics
22 Quizzes