Chapter 7 of Derivatives Markets

By Robert L. McDonald · Pearson · 2012 · ILA101-113-25

Study guide: Exam ILA-101

Interest Rate Forwards and Futures, the seventh chapter of Derivatives Markets by Robert L. McDonald, third edition, in the book's Part Two on forwards, futures and swaps. The publisher describes the book as giving business students a solid understanding of derivatives concepts and instruments, and of how they are used in corporations, by linking theories and concepts together with an engaging narrative that emphasises the core economic principles underlying the pricing and uses of derivatives.

On the syllabus

• Exam ILA-101 — Outcomes 5b; sections 7.2-7.5 and 7A of the chapter.

7 Interest Rate Forwards and Futures

Sources

• Derivatives Markets, 3rd edition (Pearson) — the publisher's listing: author, edition, the publisher's description for the lead and the chapter-level table of contents (Chapter 7 is "Interest Rate Forwards and Futures", in Part Two); the section titles of the chapter were not found, and the year is the 2012 publication date shown on Pearson's listing of the hardcover (ISBN 9780321543080) rather than a title page
• SOA Exam ILA-101 syllabus, Nov 2026/Mar 2027/Jul 2027 — the citation (sections 7.2-7.5 and 7A) and outcome 5b
• SOA ILA 101 course strategy guide, Nov 2025/Mar 2026/Jul 2026 — the earlier sitting's guide, which cites the same study note as "sections 7.2-7.7 only"