CFM13000 - Understanding corporate finance: derivatives: contents

1. CFM13010

   Overview
2. CFM13020

   What is a derivative?
3. CFM13030

   Underlying assets
4. CFM13040

   Settlement
5. CFM13050

   Exchange-traded and ‘over-the-counter’ contracts
6. CFM13060

   Exchange-traded contracts
7. CFM13070

   Margin payments on exchange-traded contracts
8. CFM13080

   Over-the-counter contracts
9. CFM13090

   Documentation
10. CFM13100

    Documentation: the ISDA master agreement
11. CFM13110

    Types of contract
12. CFM13120

    Types of contract: regulatory definitions
13. CFM13130

    Types of contract: limits to the regulatory definitions
14. CFM13140

    Forward contracts
15. CFM13150

    Forward rate agreements
16. CFM13160

    Futures
17. CFM13170

    Futures: example of a commodity future
18. CFM13180

    Futures: example of a weather future
19. CFM13190

    Options
20. CFM13200

    Options: how options work
21. CFM13210

    Options: valuing options
22. CFM13220

    Warrants
23. CFM13230

    Swaps
24. CFM13240

    Swaps: example of a swap
25. CFM13250

    Swaps: other types of swap
26. CFM13260

    Exotic derivatives
27. CFM13270

    Using derivatives to manage risk
28. CFM13280

    Interest rate risk
29. CFM13290

    Interest rate futures and forwards
30. CFM13300

    Interest forward rate agreement
31. CFM13310

    Interest rate future
32. CFM13320

    Interest rate swap
33. CFM13330

    Interest rate options
34. CFM13340

    Interest rate caps and floors
35. CFM13350

    Interest rate collars
36. CFM13360

    Credit risk
37. CFM13370

    Credit default swap
38. CFM13380

    Total return swap
39. CFM13390

    Foreign exchange risk
40. CFM13400

    Hedging foreign exchange risk
41. CFM13410

    Currency option
42. CFM13420

    Currency swap and FX swaps
43. CFM13430

    Currency swap: example
44. CFM13440

    Commodity risk
45. CFM13450

    Investment risk
46. CFM13460

    Hedging investment risk