This class was created by Brainscape user Cheikh Ahmed Limam Chafi.
By:
Cheikh Ahmed Limam Chafi
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Decks in this class (10)
1. Alternative Investment Features, Methods, and Structures
What is a derivative 1,
What is the underlying in a deriv...,
What is a firm commitment 3
25
cards
2. Alternative Investment Performance and Returns
Blank 1,
What is a forward contract 2,
What is the payoff of a long forw...
28
cards
3. Derivative Benefits, Risks, and Issuer and Investor Uses
What are the four main benefits o...,
What is implicit leverage in deri...,
What is basis risk 3
18
cards
4. Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
What is the law of one price 1,
What are the two key arbitrage co...,
What is the no arbitrage forward ...
15
cards
5. Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
What is the value of a forward co...,
What is the value of a forward co...,
What is the mtm value of a forwar...
15
cards
6. Pricing and Valuation of Futures Contracts
What is the futures price at ince...,
What is the futures price at matu...,
What is cash settlement vs physic...
11
cards
7. Pricing and Valuation of Interest Rates and Other Swaps
How is a swap similar to and diff...,
What is the par swap rate fixed s...,
How is the par swap rate derived 3
12
cards
8. Pricing and Valuation of Options
What are the components of option...,
What is option moneyness 2,
What are no arbitrage price bound...
16
cards
9. Option Replication Using Put–Call Parity
What is put call parity 1,
What is a protective put 2,
What is a fiduciary call 3
14
cards
10. Valuing a Derivative Using a One-Period Binomial Model
Why do options need a pricing mod...,
What is the one period binomial m...,
What is the hedge ratio h in the ...
14
cards
More about
Derivatives
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