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时间:2020-03-07
《 2017年CFA一级_思维导图_Derivatives.pdf》由会员上传分享,免费在线阅读,更多相关内容在工程资料-天天文库。
1、DefinitionContractfeaturesClassificationDerivativesTradingplaceAdvantagesanddisadvantagesDefinitionClassificationForwardPurposesSettlementDefinitionUnderlyingLIBORMaturityForwardrateagreementQuotationR57DerivativeMarkets金程教育SyntheticFRAandInstrumentsPayoffcalculationF
2、uturesVS.ForwardMarginFuturesmarginvsequitymarginFuturesRiskcontrolsDailypricelimitMarkingtomarketDefinitionSwapSimilaritywithforwardDefinitionMoneynessOptionIntrinsicvalue澝timevalueThemax/minvalueofoptionEquation:P+S=C+KPut-callparityReplicationDerivativesCash-and-ca
3、rryarbitrage&reversecash-and-carryarbitrageArbitrageLimitationtoarbitrageReplicationT-billforwardsDividend-payingstockForwardpricingandvaluation金程教育R58BasicsofCouponbondsDerivativePricingandBinomialmodel金程教育OptionpricingValuationUnderlyingpriceVolatilityStrikepriceSev
4、enfactorsaffecttheTimetoexpirationoptionvalueRisk-freeratePaymentontheunderlyingCarryingcostCompositionSimilarpositionCostCoveredcallMaximumgainMaximumlossR59RiskManagementBreakevenpointApplicationsofCompositionOptionStrategies金程教育SimilarpositionCostProtectiveputMaxim
5、umgainMaximumlossBreakevenpoint
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