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DerivativesModule 2 of 2

Derivative Pricing and Valuation

5

Concepts

5

Formulas

1

Decisions

3

Quiz Questions

Key Concepts

5 concepts covered in this module.

No-Arbitrage Pricing

Derivatives priced so no riskless profit is possible. If mispriced, arbitrageurs act to restore equilibrium.

Replication

A derivative can be replicated by a portfolio of the underlying and risk-free asset. Replication cost = derivative price.

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Formulas

5 essential formulas for this module.

Forward Price (no income)

F0 = S0 × (1 + r)T

Where: S = spot, r = risk-free rate, T = time

Forward with Continuous Dividends

F0 = S0 × e(r-q)T

Where: q = continuous dividend yield

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Decision Frameworks

1 decision frameworks to guide your analysis.

When is put-call parity violated?

  • If c + PV(X) ≠ p + S, arbitrage exists
  • Buy the cheap side, sell the expensive side

Mind Map

Visual overview of how concepts connect in this module.

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Flashcard

No-Arbitrage Pricing

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Answer
Derivatives priced so no riskless profit is possible. If mispriced, arbitrageurs act to restore equilibrium.
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