L1 Advance Reading 70 : Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

L1 Advance Reading 70 : Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities

Preview unavailable

You must log in or sign up to view this lesson.

LoginSign up

CFA Advance Level 1 2027

Buy nowLearn more

Recommended E-book

  • Willpower Doesn’t Work_ Discover the Hidden Keys to Success .pdf
  • Atomic habits.pdf

2026-2027 L1 Live Class Schedules

  • CFA Advance Level 1 - Nov 2026 (Sat 11 Jul 26 - 8 Nov 26) ~ 198 Hrs.pdf
  • CFA Advance Level 1 ~ Feb 2027 (Sun 4 Oct 26 - 14 Feb 27) ~ 205 Hrs.pdf
  • CFA Advance Level 1 ~ May 2027 (Sun 3 Jan 27 - 9 May 27) ~ 205 Hrs.pdf
  • CFA Advance Level 1 ~ Aug 2027 (Sun 4 Apr 27 - 15 Aug 27) ~ 205 Hrs.pdf
  • CFA Advance Level 1 ~ Nov 2027 (Sun 4 Jul 27 - 7 Nov 27) ~ 205 Hrs.pdf

L1 Advance Study Session 1 : Quantiative Methods (Reading 1-11)

  • L1 Advance Reading 1 : Rates and Returns
  • L1 Advance Reading 2 : The Time Value of Money in Finance
  • L1 Advance Reading 3 : Statistical Measures of Asset Returns
  • L1 Advance Reading 4 : Probability Trees and Conditional Expectations
  • L1 Advance Reading 5 : Portfolio Mathematics
  • L1 Advance Reading 6 : Simulation Methods
  • L1 Advance Reading 7 : Estimation and Inference
  • L1 Advance Reading 8 : Hypothesis Testing
  • L1 Advance Reading 9 : Parametric and Non-Parametric Tests of Independence
  • L1 Advance Reading 10 : Introduction to Linear Regression
  • L1 Advance Reading 11 : Introduction to Big Data Techniques

L1 Advance Study Session 2 : Economics (Reading 12-19)

  • L1 Advance Reading 12 : Firms and Market Structures
  • L1 Advance Reading 13 : Understanding Business Cycles
  • L1 Advance Reading 14 : Fiscal Policy
  • L1 Advance Reading 15 : Monetary Policy
  • L1 Advance Reading 16 : Introduction to Geopolitics
  • L1 Advance Reading 17 : International Trade
  • L1 Advance Reading 18 : Capital Flows and the FX Market
  • L1 Advance Reading 19 : Exchange Rate Calculations

L1 Advance Study Session 3 : Corporate Issuers (Reading 20-26)

  • L1 Advance Reading 20 : Organizational Forms, Corporate Issuer Features, and Ownership
  • L1 Advance Reading 21 : Investors and Other Stakeholders
  • L1 Advance Reading 22 : Corporate Governance: Conflicts, Mechanisms, Risks, and Benefits
  • L1 Advance Reading 23 : Working Capital and Liquidity
  • L1 Advance Reading 24 : Capital Investments and Capital Allocations
  • L1 Advance Reading 25 : Capital Structure
  • L1 Advance Reading 26 : Business Models

L1 Advance Study Session 4 : Financial Reporting and Analysis (Reading 27-38)

  • L1 Advance Reading 27 : Introduction to Financial Statement Analysis
  • L1 Advance Reading 28 : Analyzing Income Statements
  • L1 Advance Reading 29 : Analyzing Balance Sheets
  • L1 Advance Reading 30 : Analyzing Statements of Cash Flows I
  • L1 Advance Reading 31 : Analyzing Statements of Cash Flows II
  • L1 Advance Reading 32 : Analysis of Inventories
  • L1 Advance Reading 33 : Analysis of Long-lived Assets
  • L1 Advance Reading 34 : Topics in Long-Term Liabilities and Equity
  • L1 Advance Reading 35 : Analysis of Income Taxes
  • L1 Advance Reading 36 : Financial Reporting Quality
  • L1 Advance Reading 37 : Financial Analysis Techniques
  • L1 Advance Reading 38 : Introduction to Financial Statement Modelling

L1 Advance Study Session 5 : Equity Investments (Reading 39-46)

  • L1 Advance Reading 39 : Market Organization and Structure
  • L1 Advance Reading 40 : Security Market Indices
  • L1 Advance Reading 41 : Market Efficiency
  • L1 Advance Reading 42 : Overview of Equity Securities
  • L1 Advance Reading 43 : Company Analysis: Past and Present
  • L1 Advance Reading 44 : Industry and Competitive Analysis
  • L1 Advance Reading 45 : Company Analysis: Forecasting
  • L1 Advance Reading 46 : Equity Valuation: Concepts and Basic Tools

L1 Advance Study Session 6 : Fixed Income (Reading 47-65)

  • L1 Advance Reading 47 : Fixed-Income Instrument Features
  • L1 Advance Reading 48 : Fixed-Income Cash Flows and Types
  • L1 Advance Reading 49 : Fixed Income Issuance and Trading
  • L1 Advance Reading 50 : Fixed-Income Markets for Corporate Issuers
  • L1 Advance Reading 51 : Fixed-Income Markets for Government Issuers
  • L1 Advance Reading 52 : Fixed-Income Bond Valuation: Prices and Yields
  • L1 Advance Reading 53 : Yield and Yield Spread Measures for Fixed-Rate Bonds
  • L1 Advance Reading 54 : Yield and Yield Spread Measures for Floating-Rate Instruments
  • L1 Advance Reading 55 : The Term Structure of Interest Rates: Spot, Par, and Forward Curves
  • L1 Advance Reading 56 : Interest Rate Risk and Return
  • L1 Advance Reading 57 : Yield-Based Bond Duration Measures and Properties
  • L1 Advance Reading 58 : Yield-Based Bond Convexity and Portfolio Properties
  • L1 Advance Reading 59 : Curve-Based and Empirical Fixed-Income Risk Measures
  • L1 Advance Reading 60 : Credit Risk
  • L1 Advance Reading 61 : Credit Analysis of Government Issuers
  • L1 Advance Reading 62 : Credit Analysis for Corporate Issuers
  • L1 Advance Reading 63 : Fixed-Income Securitization
  • L1 Advance Reading 64 : Asset-Backed Security (ABS) Instrument and Market Features
  • L1 Advance Reading 65 : Mortgage-Backed Security (MBS) Instrument and Market Features

L1 Advance Study Session 7 : Derivatives (Reading 66-75)

  • L1 Advance Reading 66 : Derivative Instruments and Derivative Features
  • L1 Advance Reading 67 : Forward Commitment and Contingent Claim Features and Instruments
  • L1 Advance Reading 68 : Derivative Benefits, Risks, and Issuer and Investor Uses
  • L1 Advance Reading 69 : Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
  • L1 Advance Reading 70 : Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
  • L1 Advance Reading 71 : Pricing and Valuation of Futures Contracts
  • L1 Advance Reading 72 : Pricing and Valuation of Interest Rates and Other Swaps
  • L1 Advance Reading 73 : Pricing and Valuation of Options
  • L1 Advance Reading 74 : Option Replication Using Put-Call Parity
  • L1 Advance Reading 75 : Valuing a Derivative Using a One-Period Binomial Model

L1 Advance Study Session 8 : Alternative Investment (Reading 76-82)

  • L1 Advance Reading 76 : Alternative Investment Features, Methods, and Structures
  • L1 Advance Reading 77 : Alternative Investment Performance and Returns
  • L1 Advance Reading 78 : Investments in Private Capital: Equity and Debt
  • L1 Advance Reading 79 : Real Estate and Infrastructure
  • L1 Advance Reading 80 : Natural Resources
  • L1 Advance Reading 81 : Hedge Funds
  • L1 Advance Reading 82 : Introduction to Digital Assets

L1 Advance Study Session 9 : Portfolio Management (Reading 83-88)

  • L1 Advance Reading 83 : Portfolio Risk and Return: Part 1
  • L1 Advance Reading 84 : Portfolio Risk and Return: Part 2
  • L1 Advance Reading 85 : Portfolio Management: An Overview
  • L1 Advance Reading 86 : Basics of Portfolio Planning and Construction
  • L1 Advance Reading 87 : The Behavioural Biases of Individuals
  • L1 Advance Reading 88 : Introduction to Risk Management

L1 Advance Mock Exams Q&A

  • L1 Advance Mock Exam 1 - 1 First Session (2024).mp4
  • L1 Advance Mock Exam 2 - 1 Second Session (2024).mp4
  • L1 Advance Mock Exam 3 - 2 First Session (2024).mp4
  • L1 Advance Mock Exam 4 - 2 Second Session (2024).mp4
  • L1 Advance Mock Exam 5 - 3 First Session (2024).mp4
  • L1 Advance Mock Exam 6 - 3 Second Session (2024).mp4
  • L1 Advance Mock Exam 7 - 4 First Session (2024).mp4