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  1. CFA Program
  2. Level II
  3. TA7 Derivatives

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←TA7 Derivatives

Video moduleTA75 of 126 min

Currency Swaps

←Black-Scholes-Merton ModelTwo-Period Binomial Model→

With the lesson

Key points, the transcript and the notes (15 pp) open with the lesson.

In this section

TA7 Derivatives

5 of 12

  1. 01Derivatives NotesNotes · 15 pp
  2. 02FRA ValuationVideo · 3 min
  3. 03Interest Rate SwapsVideo · 4 min
  4. 04Black-Scholes-Merton ModelVideo · 5 min
  5. 05Currency SwapsVideo · 6 min
  6. 06Two-Period Binomial ModelVideo · 6 min
  7. 07Forward Rate Agreements (FRAs)Video · 4 min
  8. 08Carry Arbitrage Model-Simplified VersionVideo · 4 min
  9. 09Calculating Interest on MRR Spot and FRA PaymentsVideo · 4 min
  10. 10Jan 28, 2026Class · 1 h 56 min
  11. 11Jan 31, 2026Class · 2 h 10 min
  12. 12Feb 18, 2026Class · 1 h 59 min
Whole Level II outline→
PreviousBlack-Scholes-Merton ModelTA7 · Video module · 5 minNextTwo-Period Binomial ModelTA7 · Video module · 6 min
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