Ch 9 · Derivatives Analysis & Valuation — CA Final AFM
5 levels · 84 questions · free
Getting the game ready…
How to play
Mixed questions from this chapter — fill the missing term, sort into the right box, match the pairs, order the steps, or catch the formula that is wrong.
What this drills
The biggest chapter in AFM, and the one where a sign error costs a whole question — basis, put-call parity and the direction of every Greek.
- ✓Futures pricing, basis and margins
- ✓Option payoffs, moneyness and the Greeks
- ✓Binomial and Black-Scholes valuation
- ✓Exotic options and credit default swaps
More AFM games
🧭Ch 1 · Financial Policy & Corporate StrategyThe CFO, the strategy levels and sustainable growth
4 levels70 questionsFree
⚠️Ch 2 · Risk ManagementThe four risks, the five financial risks, and VaR
4 levels64 questionsFree
🏗️Ch 3 · Advanced Capital Budgeting DecisionsRADR, certainty equivalent, sensitivity, scenario and simulation
4 levels54 questionsFree
📊Ch 4 · Security AnalysisFundamental vs technical, EMH, indicators and chart patterns
5 levels93 questionsFree
💎Ch 5 · Security ValuationWalter, Gordon, FCFF, bonds, duration and money markets
5 levels61 questionsFree
🧺Ch 6 · Portfolio ManagementMarkowitz, CAPM, APT, the ratios and rebalancing
5 levels54 questionsFree
🧱Ch 7 · SecuritizationFeatures, participants, mechanism and instruments
4 levels57 questionsFree
🧮Ch 8 · Mutual FundsNAV, loads, classification, ETFs and tracking error
4 levels56 questionsFree
📉Ch 10 · Interest Rate Risk ManagementThe seven risks, FRAs, futures, swaps, caps and collars
4 levels64 questionsFree
💱Ch 11 · Foreign Exchange Exposure & Risk ManagementQuotes, parity theories, exposures and hedging
5 levels55 questionsFree
🌍Ch 12 · International Financial ManagementParent vs project cash flows, ADR, GDR, FCCB and ECB
4 levels45 questionsFree
🏷️Ch 13 · Business ValuationEVA, MVA, DCF, relative valuation and enterprise value
4 levels60 questionsFree
🤝Ch 14 · Mergers, Acquisitions & Corporate RestructuringSwap ratios, takeover defences, demergers and buyouts
5 levels63 questionsFree
🚀Ch 15 · Startup FinanceStartup India, bootstrapping, venture capital and pitch decks
4 levels60 questionsFree
Spotted something wrong in a formula or a classification? Tell us on WhatsApp and we will fix it.
Games are revision; the syllabus is the book. Conferenza stocks the CA Final AFM lectures and books covering the same chapters.
CA Final books →Ch 9 · Derivatives Analysis & Valuation — questions
Is basis Spot minus Futures, or Futures minus Spot?+
Spot minus Futures. So a NEGATIVE basis means futures exceed spot — which is contango.
What are the nine exotic options covered?+
Chooser, compound, barrier, binary (digital), Asian, Bermuda, basket, spread and lookback options.