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DER 09.1 Products and strategies: Stock index futures

The cost of carry model 

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DER 09.2 Products and strategies: Stock index options

Valuation models show how stock index options can be used to structure various types of index products such as protected equity notes and portfolio insurance.

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DER 09.3 Products and strategies: Stock products

Futures and options on individual stocks are also traded on exchanges and in over-the-counter (OTC) markets, and lend themselves to various strategies such as capturing dividends and acquiring shareholder voting rights.

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  • Required reading

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DER 09.4 Products and strategies: Volatility products

The most common OTC stock option contract category is executive stock options. Understanding how to value these contracts is critical in measuring the economic impact that they have on shareholder wealth.

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DER 09.5 Products and strategies: Compensation contracts

The most common OTC stock option contract category is executive stock options. Understanding how to value these contracts is critical in measuring the economic impact that they have on shareholder wealth.

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