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1:01:33 LOS: Describe how currency swaps are priced and calculate and interpret their no-arbitrage value.
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Pricing and Valuation of Forward Commitments - 2025 Level II CFA Exam Derivatives Module 1
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- 1 0:00 Introduction and Learning Outcome Statements
- 2 6:55 LOS: Describe the carry arbitrage model without underlying cashflows and with underlying cashflows.
- 3 22:16 LOS: Describe how equity forwards and futures are priced and calculate and interpret their no-arbitrage value.
- 4 31:32 LOS: Describe how interest rate forwards and futures are priced and calculate and interpret their no-arbitrage value.
- 5 43:49 LOS: Describe how fixed-income forwards and futures are priced and calculate and interpret their no-arbitrage value.
- 6 49:40 LOS: Describe how interest rate swaps are priced and calculate and interpret their no-arbitrage value.
- 7 1:01:33 LOS: Describe how currency swaps are priced and calculate and interpret their no-arbitrage value.
- 8 1:04:15 LOS: Describe how equity swaps are priced and calculate and interpret their no-arbitrage value.
