|
Synthetic Forward rate agreement
|
|
0
|
1533
|
June 15, 2018
|
|
Covered call / Protective put - VALUE AT EXPIRATION
|
|
8
|
1383
|
June 11, 2018
|
|
Breakevens for call/put
|
|
3
|
953
|
June 2, 2018
|
|
Contingent Claim
|
|
1
|
1002
|
May 17, 2018
|
|
Replication
|
|
0
|
1022
|
May 7, 2018
|
|
Effect of time to expiration on put option (page 88)
|
|
3
|
1134
|
April 21, 2018
|
|
Pricing of Equity Forward Contract
|
|
3
|
1566
|
March 14, 2018
|
|
American VS European options
|
|
0
|
1362
|
March 6, 2018
|
|
Drawing Option Curves
|
|
3
|
996
|
September 20, 2017
|
|
Convenience Yield
|
|
2
|
1520
|
September 5, 2017
|
|
carrying costs of underlying asset - derivatives
|
|
3
|
2421
|
September 2, 2017
|
|
Rist-free rate on the option price
|
|
3
|
1288
|
August 8, 2017
|
|
Arbitrage Help
|
|
0
|
951
|
May 26, 2017
|
|
Derivatives
|
|
1
|
977
|
May 4, 2017
|
|
Long and Short positions
|
|
5
|
1080
|
April 30, 2017
|
|
Derivatives Pricing and Valuation
|
|
1
|
1014
|
March 24, 2017
|
|
Level l Schweser notes for derivatives
|
|
5
|
965
|
March 23, 2017
|
|
Futures vs Forwards - Different prices
|
|
14
|
1574
|
March 23, 2017
|
|
Factor determining option price
|
|
2
|
941
|
February 6, 2017
|
|
Futures cash&carry arbitrage
|
|
0
|
840
|
January 25, 2017
|
|
Futures Initial Margin value
|
|
1
|
885
|
January 23, 2017
|
|
Derivatives
|
|
0
|
858
|
January 19, 2017
|
|
Derivatives: Value of an option
|
|
7
|
2769
|
November 30, 2016
|
|
20 million FRA payoff at expiration doubt!
|
|
3
|
1106
|
November 25, 2016
|
|
Black Scholes
|
|
6
|
923
|
November 11, 2016
|
|
Interest rate swap
|
|
1
|
1091
|
November 7, 2016
|
|
Considering Risk premium in Forward Pricing
|
|
2
|
1098
|
October 16, 2016
|
|
Error in past paper
|
|
3
|
850
|
October 3, 2016
|
|
Interest rate futures
|
|
2
|
867
|
October 3, 2016
|
|
Protective put payoff
|
|
4
|
1114
|
October 2, 2016
|