|
Option Greeks and Dynamic Hedging
|
|
5
|
1232
|
March 25, 2023
|
|
The Binomial Model 1
|
|
1
|
1269
|
March 18, 2023
|
|
The Binomial Model
|
|
7
|
1244
|
February 28, 2023
|
|
Pricing and Valuation of Interest Rate Swaps
|
|
7
|
1147
|
February 26, 2023
|
|
Why are the answers to the questions at the end of LOS explained very differently from the LOS notes?
|
|
0
|
1190
|
February 12, 2023
|
|
Currency Swap Question - Seeking verification
|
|
2
|
1614
|
October 23, 2022
|
|
Basis trade for credit default swap
|
|
2
|
3944
|
August 14, 2022
|
|
Mr macigian your assistance required
|
|
5
|
1834
|
August 5, 2022
|
|
Kaplan question derivatives
|
|
1
|
1973
|
July 30, 2022
|
|
What happends when a option on futures is exercised?
|
|
5
|
3244
|
May 9, 2022
|
|
Managing duration with interest rate futures
|
|
9
|
4625
|
April 28, 2022
|
|
Payer Swap
|
|
19
|
4490
|
April 6, 2022
|
|
Fixed Income Futures question - Conversion factor
|
|
5
|
3551
|
February 12, 2022
|
|
Fundamental Rules of Arbitrage
|
|
3
|
2327
|
February 11, 2022
|
|
How do we know when it is a Fixed-for-fixed Currency Swap?
|
|
1
|
2079
|
January 26, 2022
|
|
Interest rate option payoff
|
|
1
|
2006
|
January 17, 2022
|
|
Derivatives - Level II N(d1) and N(d2)
|
|
2
|
2534
|
January 11, 2022
|
|
Valuation of Contingent Claims_One-Period Binomial Model
|
|
2
|
2070
|
December 22, 2021
|
|
Dynamic replication & self-financing in binomial trees
|
|
0
|
2257
|
December 18, 2021
|
|
Hedge Ratio understanding
|
|
1
|
2044
|
December 17, 2021
|
|
Interest rate swaps valuation
|
|
0
|
2024
|
December 5, 2021
|
|
Basis in Currency Swap
|
|
0
|
1937
|
November 20, 2021
|
|
Cfa question , derivatives level 1
|
|
1
|
1801
|
October 27, 2021
|
|
What is the appropriate way to get FV and PV
|
|
1
|
1802
|
October 27, 2021
|
|
Why is OAS larger than Z-spread for PUts?
|
|
10
|
4426
|
October 17, 2021
|
|
Flatten / Invert Curves, Effect on Value of Options
|
|
3
|
2764
|
October 11, 2021
|
|
Confusing statement in Volume 5
|
|
1
|
1848
|
October 10, 2021
|
|
Black-Scholes Interpretation of d1 and d2
|
|
1
|
2120
|
October 8, 2021
|
|
Currency Swap - long vs. short
|
|
1
|
1960
|
October 6, 2021
|
|
Plotting forward curves
|
|
0
|
2035
|
September 21, 2021
|