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Pricing and Valuation of Options (2024 Level I CFA® Exam – Derivatives – Module 8)

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Topic 7 – Derivatives
Module 8 – Pricing and Valuation of Options
LOS : Explain the exercise value, moneyness, and time value of an option.
LOS : Contrast the use of arbitrage and replication concepts in pricing forward commitments and contingent claims.
LOS : Identify the factors that determine the value of an option and describe how each factor affects the value of an option.

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