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What is Derivatives about?
The document provides an overview of derivatives, focusing on pricing and valuation of forward contracts, forward rate agreements (FRAs), fixed-income forwards and futures, interest rate swaps, currency swaps, and equity swaps. It includes formulas for calculating arbitrage-free prices, values of contracts, and examples illustrating the application of these concepts. Key concepts such as carry arbitrage, conversion factors, and the determination of swap rates are also discussed.
- Author
- Pitso Mmopiemang
- Language
- EN