Determine the arbitrage profit (spot rates)
|
|
2
|
1384
|
May 8, 2015
|
Eurodollar Deposits
|
|
3
|
1023
|
April 30, 2015
|
FRAs
|
|
2
|
1058
|
April 27, 2015
|
Futures Pricing
|
|
3
|
1054
|
April 23, 2015
|
Replication/Perfect Hedge/Risk Free Rate of Return
|
|
6
|
2096
|
April 1, 2015
|
Question: replication using risky asset, risk free asset, and derivative position
|
|
3
|
1365
|
March 17, 2015
|
How do derivatives increase liquidity?
|
|
3
|
1364
|
February 20, 2015
|
What's an call option on a bond price?
|
|
9
|
1017
|
February 5, 2015
|
Plain vanilla swap
|
|
3
|
901
|
December 14, 2014
|
Fixed & LIBOR
|
|
5
|
915
|
December 14, 2014
|
180/360 or 360/360
|
|
5
|
946
|
December 14, 2014
|
Equity Swap
|
|
6
|
885
|
December 13, 2014
|
FRA and cap pay off differences
|
|
6
|
1292
|
December 12, 2014
|
Swaps
|
|
4
|
839
|
December 12, 2014
|
Swap 2
|
|
1
|
839
|
December 11, 2014
|
Which LIBOR rate to use in swap calculation?
|
|
3
|
1171
|
December 3, 2014
|
360 vs 365 day years
|
|
2
|
1061
|
November 28, 2014
|
Confusion over option payoff and value, and price
|
|
3
|
3772
|
November 23, 2014
|
Valuation / pricing of options
|
|
2
|
858
|
November 23, 2014
|
FRA discounting
|
|
2
|
2007
|
November 21, 2014
|
Q. A swap is
|
|
3
|
819
|
November 21, 2014
|
The effect of changes in the risk-free rate on call and put options
|
|
7
|
2956
|
November 20, 2014
|
Writing a covered Call
|
|
5
|
1298
|
November 19, 2014
|
Effect of interest rate on options
|
|
4
|
825
|
November 9, 2014
|
Interest Rate Put Option
|
|
5
|
4227
|
November 8, 2014
|
Floor and Cap on Interest Rate
|
|
3
|
875
|
November 7, 2014
|
Payoff in derivatives
|
|
8
|
1788
|
November 7, 2014
|
interest rates and put/call prices
|
|
16
|
1461
|
November 3, 2014
|
Derivative Investment
|
|
3
|
955
|
October 31, 2014
|
Equity Swaps - Net payment when return is ZERO?
|
|
2
|
1049
|
October 31, 2014
|