CFA Level II Swap Contracts Part I (of 3)

We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level II Classes in Pune (India). This video lecture covers following key area's: 1. pricing and valuation of swaps. 2. equivalence of 1) interest rate swaps to a series of off-market forward rate agreements (FRAs) and 2) a plain vanilla swap to a combination of an interest rate call and an interest rate put. 3.fixed rate on a plain vanilla interest rate swap and the market value of the swap during its life. 4. fixed rate, if applicable, and the foreign notional principal for a given domestic notional principal on a currency swap 5. fixed rate, if applicable, on an equity swap and the market values of the different types of equity swaps during their lives. 6. characteristics and uses of swaptions, including the difference between payer and receiver swaptions. 7. payoffs and cash flows of an interest rate swaption. 8. value of an interest rate swaption at expiration. 9. swap credit risk for each party and during the life of the swap, distinguish between current credit risk and potential credit risk 10. swap spread 11. Practice Problems with Solutions

Comments

1. very good presentation. Requesting you to upload the other two videos as well.
2. Very Good Explanation and its easily understandable. Please can you share other 2 videos.
   Also pls can you explain relation of FRA and swaps
3. Urgent. Give access to partii and and iii, btw nice voice
4. Hi, can you share the part II and III of the same. Thank you
5. Hi this is really well explained. I have emailed you regarding the access to the other videos. Please check your email. Awaiting your response.
6. Thanks a lot
7. Unbelievably good! Wish I had seen this sooner!
8. Brilliant !!!! 
9. If you can, please share the part II and III of the same.