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Flashcards

CFA L2 Part 2

Dillon Onyemelukwe English 47 cards

CFA L2 Part 2

Cards in this deck (47)

  1. 1Approximation of Credit SpreadApproximation of Credit Spread
  2. 2Price change of bond given credit migrationPrice change of bond given credit migration
  3. 3Structural Model of company debtStructural Model of company debt
  4. 4CDS Payment AmountCDS Payment Amount
  5. 5Price of CDSPrice of CDS
  6. 6% Change in CDS Price% Change in CDS Price
  7. 7Forward PricingForward Pricing
  8. 8Forward Pricing continuous compoundingForward Pricing continuous compounding
  9. 9Forward Valuation Long PositionForward Valuation Long Position
  10. 10Long FRA Payoff at expirationLong FRA Payoff at expiration
  11. 11FRA PriceFRA Price
  12. 12Value of Long FRA prior to expirationValue of Long FRA prior to expiration
  13. 13Price of Bond ForwardsPrice of Bond Forwards
  14. 14Valuation for bond forward contractsValuation for bond forward contracts
  15. 15Pricing of Interest Rate SwapsPricing of Interest Rate Swaps
  16. 16Valuation of Interest Rate SwapsValuation of Interest Rate Swaps
  17. 17Pricing Currency SwapPricing Currency Swap
  18. 18Valuation of Currency SwapValuation of Currency Swap
  19. 19Value of Equity SwapValue of Equity Swap
  20. 20Hedge RatioHedge Ratio
  21. 21No arbitrage approach valuing optionsNo arbitrage approach valuing options
  22. 22Risk Free Probability of DefaultRisk Free Probability of Default
  23. 23One period binomial model optionOne period binomial model option
  24. 24Two period binomial model optionsTwo period binomial model options
  25. 252 Period America Styled Call Option2 Period America Styled Call Option
  26. 26Black Schools Option Pricing ModelBlack Schools Option Pricing Model
  27. 27Interpreting BSMInterpreting BSM
  28. 28BSM with carry benefitsBSM with carry benefits
  29. 29Black Option Valuation Model: European Options on FuturesBlack Option Valuation Model: European Options on Futures
  30. 30BSM interest rate optionsBSM interest rate options
  31. 31SwaptionSwaption
  32. 32Delta HedgingDelta Hedging
  33. 33Valuation of Options with GreeksValuation of Options with Greeks
  34. 34Return on Real Estate Investment IndexReturn on Real Estate Investment Index
  35. 35Implied Land ValueImplied Land Value
  36. 36Direct Capitalization MethodDirect Capitalization Method
  37. 37Discounted Cash Flow Method Valuing real estateDiscounted Cash Flow Method Valuing real estate
  38. 38Private Market Real Estate DebtPrivate Market Real Estate Debt
  39. 39NAV approach Real EstateNAV approach Real Estate
  40. 40Funds from operations (real estate)Funds from operations (real estate)
  41. 41Adjusted Funds From OperationsAdjusted Funds From Operations
  42. 42Venture Capital MethodVenture Capital Method
  43. 43Two Stages of FinancingTwo Stages of Financing
  44. 44Return Multiples for Private Equity FundsReturn Multiples for Private Equity Funds
  45. 45Commodities Price ReturnCommodities Price Return
  46. 46Commodities Roll Return and Total ReturnCommodities Roll Return and Total Return
  47. 47ETF Premium or DiscountETF Premium or Discount

Information

Description
Second part to formulas
Created by
Dillon Onyemelukwe · Apr 2024
Updated
Apr 26, 2024
Views
9
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