Derivatives - Module Overview
| Module | Title | Pages | LOS |
|---|---|---|---|
| M01 | Derivative Instrument and Market Features | p.2-20 | 1.a-1.b |
| M02 | Forward Commitment and Contingent Claim Features and Instruments | p.21-86 | 2.a-2.c |
| M03 | Derivative Benefits, Risks, and Issuer and Investor Uses | p.87-101 | 3.a-3.b |
| M04 | Arbitrage, Replication, and Cost of Carry in Pricing Derivatives | p.102-128 | 4.a-4.b |
| M05 | Pricing and Valuation of Forward Contracts | p.129-164 | 5.a-5.b |
| M06 | Pricing and Valuation of Futures Contracts | p.165-184 | 6.a-6.b |
| M07 | Pricing and Valuation of Interest Rates and Other Swaps | p.185-204 | 7.a-7.b |
| M08 | Pricing and Valuation of Options | p.205-248 | 8.a-8.c |
| M09 | Option Replication Using Put-Call Parity | p.249-264 | 9.a-9.b |
| M10 | Valuing a Derivative Using a One-Period Binomial Model | p.265-281 | 10.a-10.b |