☕ Like the content? Support this channel by buying me a coffee at [ Ссылка ]

CFA Level 2
Topic: Derivatives
Reading: Pricing and Valuation of Forward Commitments

In this video, I show how an FRA contract is priced using the formula from the textbook and a quick shortcut. For LIBOR rates, simple interest is assumed for discounting.

Valuing FRA contract: [ Ссылка ]

Visit www.noesis.edu.sg/programme/cfa for more information on CFA Program prep courses offered by Noesis Exed (Noesis Academy)

свернуть