CFA Level 2 | Derivatives: Valuing Currency Swaps

Fabian Moa, CFA, FRM, CTP, FMVA
Fabian Moa, CFA, FRM, CTP, FMVA
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CFA Level 2
Topic: Derivatives
Reading: Pricing and Valuation of Forward Commitments

In this video, I will run through the valuation of currency swaps in a similar way to valuing fixed rate bonds. Just be careful with the signage of the currency legs!

Pricing Currency Swaps: CFA Level 2 | Derivatives: Pricing Cu...

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5 سال پیش در تاریخ 1398/01/16 منتشر شده است.
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