8. Derivatives

Reading 74 Pricing and Valuation of Interest Rates and Other Swaps

Reading 68 Derivative Instrument and Derivative Market Features

Reading 73 Pricing and Valuation of Futures Contracts

Reading 71 Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives

Reading 76 Option Replication Using Put–Call Parity

Reading 75 Pricing and Valuation of Options

Reading 69 Forward Commitment and Contingent Claim Features and Instruments

Reading 77 Valuing a Derivative Using a One-Period Binomial Model

Reading 70 Derivative Benefits, Risks, and Issuer and Investor Uses

Reading 72 Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

8. Derivatives

Reading 74 Pricing and Valuation of Interest Rates and Other Swaps

Reading 68 Derivative Instrument and Derivative Market Features

Reading 73 Pricing and Valuation of Futures Contracts

Reading 71 Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives

Reading 76 Option Replication Using Put–Call Parity

Reading 75 Pricing and Valuation of Options

Reading 69 Forward Commitment and Contingent Claim Features and Instruments

Reading 77 Valuing a Derivative Using a One-Period Binomial Model

Reading 70 Derivative Benefits, Risks, and Issuer and Investor Uses

Reading 72 Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities