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CFA L2 Part 2

Description

Second part to formulas
Dillon Onyemelukwe
Flashcards by Dillon Onyemelukwe, updated more than 1 year ago
Dillon Onyemelukwe
Created by Dillon Onyemelukwe over 1 year ago
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Resource summary

Question Answer
Approximation of Credit Spread
Image: Screenshot 20240426 144033 (binary/octet-stream)
Price change of bond given credit migration
Image: Screenshot 20240426 144353 (binary/octet-stream)
Structural Model of company debt
Image: Screenshot 20240426 144528 (binary/octet-stream)
CDS Payment Amount
Image: Screenshot 20240426 145013 (binary/octet-stream)
Price of CDS
Image: Screenshot 20240426 145151 (binary/octet-stream)
% Change in CDS Price
Image: Screenshot 20240426 145303 (binary/octet-stream)
Forward Pricing
Image: Screenshot 20240426 145541 (binary/octet-stream)
Forward Pricing continuous compounding
Image: Screenshot 20240426 145750 (binary/octet-stream)
Forward Valuation Long Position
Image: Screenshot 20240426 145925 (binary/octet-stream)
Long FRA Payoff at expiration
Image: Screenshot 20240426 150559 (binary/octet-stream)
FRA Price
Image: Screenshot 20240426 150747 (binary/octet-stream)
Value of Long FRA prior to expiration
Image: Screenshot 20240426 151138 (binary/octet-stream)
Price of Bond Forwards
Image: Screenshot 20240426 171438 (binary/octet-stream)
Valuation for bond forward contracts
Image: Screenshot 20240426 171557 (binary/octet-stream)
Pricing of Interest Rate Swaps
Image: Screenshot 20240426 171732 (binary/octet-stream)
Valuation of Interest Rate Swaps
Image: Screenshot 20240426 171839 (binary/octet-stream)
Pricing Currency Swap
Image: Screenshot 20240426 172037 (binary/octet-stream)
Valuation of Currency Swap
Image: Screenshot 20240426 172329 (binary/octet-stream)
Value of Equity Swap
Image: Screenshot 20240426 172803 (binary/octet-stream)
Hedge Ratio
Image: Screenshot 20240426 173001 (binary/octet-stream)
No arbitrage approach valuing options
Image: Screenshot 20240426 173133 (binary/octet-stream)
Risk Free Probability of Default
Image: Screenshot 20240426 173259 (binary/octet-stream)
One period binomial model option
Image: Screenshot 20240426 173504 (binary/octet-stream)
Two period binomial model options
Image: Screenshot 20240426 174236 (binary/octet-stream)
2 Period America Styled Call Option
Image: Screenshot 20240426 174511 (binary/octet-stream)
Black Schools Option Pricing Model
Image: Screenshot 20240426 174706 (binary/octet-stream)
Interpreting BSM
Image: Screenshot 20240426 174844 (binary/octet-stream)
BSM with carry benefits
Image: Screenshot 20240426 175223 (binary/octet-stream)
Black Option Valuation Model: European Options on Futures
Image: Screenshot 20240426 180041 (binary/octet-stream)
BSM interest rate options
Image: Screenshot 20240426 181117 (binary/octet-stream)
Swaption
Image: Screenshot 20240426 181240 (binary/octet-stream)
Delta Hedging
Image: Screenshot 20240426 181336 (binary/octet-stream)
Valuation of Options with Greeks
Image: Screenshot 20240426 181520 (binary/octet-stream)
Return on Real Estate Investment Index
Image: Screenshot 20240426 181817 (binary/octet-stream)
Implied Land Value
Image: Screenshot 20240426 182305 (binary/octet-stream)
Direct Capitalization Method
Image: Screenshot 20240426 182504 (binary/octet-stream)
Discounted Cash Flow Method Valuing real estate
Image: Screenshot 20240426 182703 (binary/octet-stream)
Private Market Real Estate Debt
Image: Screenshot 20240426 182917 (binary/octet-stream)
NAV approach Real Estate
Image: Screenshot 20240426 183205 (binary/octet-stream)
Funds from operations (real estate)
Image: Screenshot 20240426 184615 (binary/octet-stream)
Adjusted Funds From Operations
Image: Screenshot 20240426 184721 (binary/octet-stream)
Venture Capital Method
Image: Screenshot 20240426 185121 (binary/octet-stream)
Two Stages of Financing
Image: Screenshot 20240426 185354 (binary/octet-stream)
Return Multiples for Private Equity Funds
Image: Screenshot 20240426 185505 (binary/octet-stream)
Commodities Price Return
Image: Screenshot 20240426 185640 (binary/octet-stream)
Commodities Roll Return and Total Return
Image: Screenshot 20240426 185747 (binary/octet-stream)
ETF Premium or Discount
Image: Screenshot 20240426 185916 (binary/octet-stream)
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