CFA Level 2 – Derivatives

Master the Derivatives syllabus for the CFA Level 2 exam in 2024

Created by: ProfEd Academy
Expert Instructors in Finance, Risk and Treasury

What Will I Learn?

• Pricing and Valuation of Forward Contracts
• Pricing and Valuation of Swap Contracts
• Valuation of Contingent Claims (Binomial Option Pricing Model)
• Valuation of Contingent Claims (Black-Scholes-Merton Model)
• Valuation of Contingent Claims (Black-76 Model)
• Option Greeks and Implied Volatility
• Delta Hedging the Portfolio

Requirements

• You are a CFA Level 2 exam candidate (or have passed the CFA Level 1 exam)
• Basic understanding of what derivatives are (forwards, futures, swap and option contracts)

Target audience

• Those who are taking the CFA Level 2 Exam in 2024
• Those who wants to learn how to price and value forward, futures, swap, and option contracts