Hey everyone I have going through derivatives for lvl 2 and found that schweser has a different formula for calculating the value of an equity index forward contract. It is subtle but they discount the forward price and current index price in different ways which gives a different answer. The formulas are to hard to write on my iPad so I won’t try but feel free to look them up and you’ll see what I mean.
Anyway with that aside I was wondering if anyone else has found subtle differences in formulas between CFA and schweser that what be good to know about leading into the exam. Especially for people that base majority of their study from the Schweser books.