Derivatives - DrWaleKesh

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Derivative Instrument and Derivative Market Features 2 Topics

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define a derivative and describe basic features of a derivative instrument

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

Forward Commitment and Contingent Claim Features and Instruments 3 Topics

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

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

contrast forward commitments with contingent claims

Derivative Benefits, Risks, and Issuer and Investor Uses 2 Topics

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describe benefits and risks of derivative instruments

compare the use of derivatives among issuers and investors

Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives 2 Topics

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

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

Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities 2 Topics

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

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

Pricing and Valuation of Futures Contracts 2 Topics

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compare the value and price of forward and futures contracts

explain why forward and futures prices differ

Pricing and Valuation of Interest Rates and Other Swaps 2 Topics

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

contrast the value and price of swaps

Pricing and Valuation of Options 3 Topics

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

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

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

Option Replication Using Put–Call Parity 2 Topics

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explain put–call parity for European options

explain put–call forward parity for European options

Valuing a Derivative Using a One-Period Binomial Model 2 Topics

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

describe the concept of risk neutrality in derivatives pricing

About Instructor

Olawale Keshinro

27 Courses

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