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CFA Program
Level II
TA7 Derivatives

←TA7 Derivatives

NotesTA71 of 1215 pp

Derivatives Notes

←Class · Feb 21, 2026 FRA Valuation→

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In this section

TA7 Derivatives

1 of 12

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

Whole Level II outline→

PreviousClass · Feb 21, 2026TA6 · Class recording · 2 h 2 min NextFRA ValuationTA7 · Video module · 3 min

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