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Arbitrage, Replication, Cost of Carry in Pricing Derivative– Module 4 Derivatives –CFA® Level I 2025

Download PDF Now: https://www.finquiz.com/cfa/level-1/s... 2025 Prep Packages for the CFA® Program exam offered by FinQuiz Pro (notes, summaries, question bank, mock exams, and formula sheet): Level I: https://www.finquiz.com/cfa/level-1/ Level II: https://www.finquiz.com/cfa/level-2/ Level III: https://www.finquiz.com/cfa/level-3/ 1. 0:00 - Introduction to Derivatives Pricing Keywords: CFA Level I, derivatives pricing, Arbitrage, replication, cost of carry, CFA 2025. Description: Introduction to foundational concepts in derivatives pricing, including Arbitrage, replication, and cost of carry, and their importance in the CFA Level I 2025 curriculum. 2. 1:01 - What is Arbitrage? Keywords: Arbitrage, risk-free profit, law of one price, CFA derivatives, CFA exam prep. Description: Explanation of Arbitrage, how it works, and its role in ensuring no risk-free profit opportunities exist in the market. 3. 2:30 - Arbitrage in Action: Real-World Example Keywords: Arbitrage example, stock price discrepancy, CFA Level I, financial markets. Description: A real-world example of Arbitrage using stock prices on different exchanges, illustrating how traders exploit price discrepancies. 4. 3:39 - Key Concepts in Arbitrage Keywords: law of one price, spot price, discounted future price, CFA curriculum. Description: Discussion of the two key concepts in Arbitrage: identical assets must have the same price, and the spot price should equal the discounted future price. 5. 5:00 - Forward Contracts and Arbitrage Keywords: forward contracts, Arbitrage in forwards, CFA Level I, derivative pricing. Description: Explanation of how Arbitrage forces forward prices into alignment, ensuring no risk-free profit opportunities exist. 6. 7:46 - Replication in Derivatives Keywords: replication, synthetic positions, CFA derivatives, CFA exam 2025. Description: Introduction to replication, how it mimics the payoff of a derivative using the underlying asset and borrowing/lending. 7. 9:08 - Replication Example: Long Forward Position Keywords: replication example, long forward position, CFA Level I, financial derivatives. Description: A detailed example of replicating a long forward position using borrowing and buying the underlying asset. 8. 11:00 - Cost of Carry in Derivatives Pricing Keywords: cost of carry, forward pricing, CFA Level I, derivative valuation. Description: Explanation of the cost of carry, including costs (storage, insurance) and benefits (dividends, convenience yield) of holding an asset. 9. 14:04 - Cost of Carry Formula Keywords: cost of carry formula, forward price calculation, CFA curriculum. Description: Breakdown of the cost of carry formula and how it adjusts the forward price based on costs and benefits. 10. 17:01 - Foreign Exchange (FX) Forward Contracts Keywords: FX forward contracts, currency forwards, CFA Level I, foreign exchange. Description: Introduction to foreign exchange forward contracts, including how they work and their importance in hedging currency risk. 11. 19:59 - Forward Exchange Rate Calculation Keywords: forward exchange rate, interest rate differential, CFA Level I, FX derivatives. Description: Explanation of how the forward exchange rate is calculated using the spot rate and interest rate differentials. 12. 22:09 - Forward Premium and Discount Keywords: forward premium, forward discount, interest rate differential, CFA Level I. Description: Discussion of forward premiums and discounts, and how they relate to interest rate differentials between currencies. 13. 24:03 - Real-World Scenario: Hedging with FX Forwards Keywords: FX hedging, forward contracts, CFA Level I, currency risk. Description: A real-world example of a US-based company using FX forward contracts to hedge against currency risk. 14. 25:26 - Conclusion and CFA Exam Tips Keywords: CFA exam prep, CFA Level I 2025, FinQuiz resources, mock exams, formula sheet. Description: Summary of key concepts covered in the video, along with tips for CFA exam preparation and resources offered by FinQuiz. Master the Pricing and Valuation of Derivatives in this comprehensive video tailored for CFA® Level I 2025 candidates. This tutorial covers foundational concepts like Arbitrage, Replication, and Cost of Carry, essential for understanding how derivatives are priced. Whether you're preparing for the CFA exam or seeking to strengthen your understanding of financial derivatives, this video provides clear explanations, practical examples, and step-by-step guidance on forward contracts, FX derivatives, and hedging strategies. Ideal for CFA aspirants and finance professionals aiming to excel in derivative markets and financial risk management. Don’t miss this essential guide to CFA Level I 2025 topics!