In this video from the CFA Level 2 curriculum, we explore how to price and value equity swaps. This video deals with equity vs fixed variant of equity swaps, but the logic and approach used in this video can be extended and cross applied for pricing and valuing other variants (equity vs floating and equity vs equity) as well. The learning objective from CFA Level 2 curriculum is given below:
*CFA Learning Objective* Describe how equity swaps are priced, and calculate and interpret their no-arbitrage value.
For FRM Part 1 and FRM Part 2 preparation resources, please browse over to the relevant course pages below:
1) [ Ссылка ]
2) [ Ссылка ]
Equity Swaps Explained: Mechanics and Variations: [ Ссылка ]
