CFA 2018 level 2 derivatives

Derivative Level 2017 Instructor: Feng Brief Introduction T S S S S S S S S S S S S S S S S S S S S E P S Q M E F R C E F I F D A P A I I M W Brief Introduction C Ø SS üR D I P V V S F C üR V üR D C S C Brief Introduction Ø ü R ü R R Brief Introduction Ø ü J ü ISBN ü CH Brief Introduction Ø Ø Ø Ø Brief Introduction Review of Derivatives in Level T Ø R Ø R Review of Derivatives in Level F ØC üF C ØD üO Review of Derivatives in Level F ØA üI Derivative Strategies P C ØE B PL L üP VT S üM ST ü M P L P üB P U S P S P X Derivative Strategies P C ØR üT • C Derivative Strategies P ØF S P üB • R Derivative Strategies S ØL üB • T üB • T üB Derivative Strategies B ØL XL XH üP PL M ST XL ST XH üM L üM üB XL S B M XH ST C L CH X H XL C L CH C L CH XL CL CH Derivative Strategies B ØL XL XH üP M XL ST M XH ST üM PL S üM üB XH XL L B ST PL PH PH PL X H XL XH PL PH PL PH Derivative Strategies B ØL XH XL M üP PL ST XH M ST XL üM S XL B üM L XH üB ST C H CL C L CH X H XL C H CL XL CL CH Derivative Strategies B ØL XH XL M üP PL XH ST XL ST üM L S XL B M XH PH PL X H XL üM PH PL üB XH ST PH PL PH PL Derivative Strategies C ØS XL üT S XH üT S ØI üZ Derivative Strategies C C ØE S XL XH üP ST S M XL ST M PL ST XH üM XH S üM ST S üB C XL S Derivative Strategies S ØL L üP M ST X M X ST PL C P üM üM X üB ST C P X C P X C P Derivative Strategies C ØL üT üT Derivative Strategies C ØT üF • L • L • S • W Derivative Strategies C C üF • L • S Summary Ø I Ø C ü C ü B ü C Ø E ü ... of Derivatives in Level T Ø R Ø R Review of Derivatives in Level F ØC üF C ØD üO Review of Derivatives in Level F ØA üI Review of Derivatives in Level F ØF üF üT Review of Derivatives in Level. .. of Derivatives in Level P ØT üG V ØT üM Review of Derivatives in Level O ØA üA üD Review of Derivatives in Level O C ØO ØC ØP ØE ØA ØE X Review of Derivatives in Level A ØA ØL üA üT Review of Derivatives. .. of Derivatives in Level A ØA ØL üA üT Review of Derivatives in Level R ØC ØA ü A D ü A R ü D • A R D R A R Review of Derivatives in Level N ØD üT R G Pricing and Valuation of Forward Contract T