Forward Markets and Contracts II
About the Lecture
The lecture Forward Markets and Contracts II by Edu Pristine is from the course Archiv - Derivatives. It contains the following chapters:
- Eurodollar Deposit and LIBOR
- Forward Rate Agreement (FRA)
- Currency Forward Contracts
Author of lecture Forward Markets and Contracts II
Edu Pristine
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Excerpts from the accompanying material
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
... LIBOR is published daily by the British Bankers Association, is compiled from quotes from a number of large multinational banks. LIBOR Terminology is as follows: 30-day LIBOR, 90-day LIBOR, 180-day LIBOR. For longer term floating rate loans the interest rates are reset periodically based on the relevant LIBOR rate for the remaining period. Disclaimer: CFA Institute does not endorse, promote, or warrant th e accuracy or quality of the products or services offered by Pristine. ...
... CFA Institute, CFA ®, and Chartered Financial Analyst ® are trademarks owned by CFA Institute. ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
... CFA Institute, CFA ® , and Chartered Financial Analyst ® are trademarks ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA ®, and Chartered Financial Analyst ® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. A forward rate agreement (FRA) is an agreement that a certain rate will apply to a certain principal during a certain future time period. It is a forward contract to borrow (long) or lend (short) at a pre-specified rate. A typical FRA is where interest at a predetermined rate, R Kis exchanged for interest at the market rate. The contract is cash settled. ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
... CFA ® and Chartered Financial Analyst ® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
... CFA ®, and Chartered Financial Analyst ® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services ...
... Disclaimer: CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by Pristine. ...
