25 years: Derivatives trading & ETFs
In this video on this series, Gontran explains the pricing of futures and forwards, the repo adjustment and finally finishes by introducing the ISDA master agreement.
In this video on this series, Gontran explains the pricing of futures and forwards, the repo adjustment and finally finishes by introducing the ISDA master agreement.
14 mins 20 secs
In this video, Gontran explains the pricing of futures and forwards, the repo adjustment and introduces the ISDA master agreement.
Key learning objectives:
Define Forward contracts
Define Repo
Outline the factors that determine the fair value of an asset
Understand how the Delta of forwards and futures is expressed
Define the ISDA master agreement