CFM13000 - Understanding corporate finance: derivative contracts

Contents

CFM13010

Overview

CFM13020

What is a derivative?

CFM13030

Underlying assets

CFM13040

Settlement

CFM13050

Exchange-traded and ‘over-the-counter’ contracts

CFM13060

Exchange-traded contracts

CFM13070

Exchange-traded contracts: margin payments

CFM13080

Over-the-counter contracts

CFM13090

Documentation

CFM13100

Documentation: the ISDA master agreement

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Types of contract

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Types of contract: regulatory definitions

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Types of contract: limits to the regulatory definitions

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Forward contracts

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Forward rate agreements

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Futures

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Futures: example of a commodity future

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Futures: example of a weather future

CFM13190

Options

CFM13200

Options: how options work

CFM13210

Options: valuing options

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Warrants

CFM13230

Swaps

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Swaps: example of a swap

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Swaps: other types of swap

CFM13260

Exotic derivatives

CFM13270

Using derivatives to manage risk

CFM13280

Interest rate risk

CFM13290

Interest rate futures and forwards

CFM13300

Interest forward rate agreement

CFM13310

Interest rate future

CFM13320

Interest rate swap

CFM13330

Interest rate options

CFM13340

Interest rate caps and floors

CFM13350

Interest rate collars

CFM13360

Credit risk

CFM13370

Credit default swap

CFM13380

Total return swap

CFM13390

Foreign exchange risk

CFM13400

Hedging foreign exchange risk

CFM13410

Currency option

CFM13420

Currency swap

CFM13430

Currency swap: example

CFM13440

Commodity risk

CFM13450

Investment risk

CFM13460

Hedging investment risk