CFM13000 - Understanding corporate finance: derivatives: contents
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CFM13010Overview
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CFM13020What is a derivative?
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CFM13030Underlying assets
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CFM13040Settlement
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CFM13050Exchange-traded and ‘over-the-counter’ contracts
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CFM13060Exchange-traded contracts
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CFM13070Margin payments on exchange-traded contracts
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CFM13080Over-the-counter contracts
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CFM13090Documentation
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CFM13100Documentation: the ISDA master agreement
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CFM13110Types of contract
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CFM13120Types of contract: regulatory definitions
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CFM13130Types of contract: limits to the regulatory definitions
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CFM13140Forward contracts
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CFM13150Forward rate agreements
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CFM13160Futures
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CFM13170Futures: example of a commodity future
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CFM13180Futures: example of a weather future
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CFM13190Options
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CFM13200Options: how options work
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CFM13210Options: valuing options
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CFM13220Warrants
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CFM13230Swaps
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CFM13240Swaps: example of a swap
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CFM13250Swaps: other types of swap
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CFM13260Exotic derivatives
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CFM13270Using derivatives to manage risk
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CFM13280Interest rate risk
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CFM13290Interest rate futures and forwards
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CFM13300Interest forward rate agreement
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CFM13310Interest rate future
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CFM13320Interest rate swap
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CFM13330Interest rate options
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CFM13340Interest rate caps and floors
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CFM13350Interest rate collars
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CFM13360Credit risk
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CFM13370Credit default swap
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CFM13380Total return swap
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CFM13390Foreign exchange risk
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CFM13400Hedging foreign exchange risk
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CFM13410Currency option
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CFM13420Currency swap and FX swaps
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CFM13430Currency swap: example
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CFM13440Commodity risk
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CFM13450Investment risk
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CFM13460Hedging investment risk