|
About Derivatives for the Level II CFA Exam
|
|
0
|
2763
|
October 23, 2019
|
|
Replication in Derivatives
|
|
21
|
5785
|
November 22, 2024
|
|
Value of a call option using one period binomial model
|
|
6
|
164
|
November 10, 2024
|
|
Bond Futures Question (would greatly appreciate any help with this!)
|
|
3
|
2225
|
November 9, 2024
|
|
Cause of change in price of put option
|
|
5
|
320
|
October 18, 2024
|
|
Reducing Interest Rate Risk
|
|
5
|
279
|
September 15, 2024
|
|
Risk Neutral Probability vs. Probability of an Up/Down Move
|
|
6
|
713
|
August 30, 2024
|
|
Pricing and valuation of contingent claims
|
|
1
|
414
|
July 15, 2024
|
|
Quoted future price
|
|
2
|
417
|
July 11, 2024
|
|
Value of Futures
|
|
1
|
1582
|
July 10, 2024
|
|
Question : accrued interest on bond futures
|
|
1
|
418
|
July 8, 2024
|
|
Who funds the issuance of an option?
|
|
3
|
372
|
July 8, 2024
|
|
Synthetic put using long position in bonds and short stocks
|
|
5
|
639
|
June 3, 2024
|
|
Interest rate cap/(floor) using a series of interest rate call/(put) options
|
|
2
|
580
|
June 2, 2024
|
|
Call options on bonds: Is the underlying the bond's clean or dirty price?
|
|
1
|
3327
|
September 17, 2021
|
|
Market Value of an Interest Rate Swap
|
|
4
|
549
|
May 26, 2024
|
|
Interest rate futures price
|
|
5
|
604
|
May 15, 2024
|
|
How to value this swap question ?
|
|
7
|
3932
|
December 26, 2017
|
|
Synthetic Options - Put-Call Parity
|
|
2
|
724
|
May 1, 2024
|
|
Equity Swap Doubt
|
|
4
|
566
|
April 20, 2024
|
|
FRA - Help Please
|
|
4
|
625
|
April 19, 2024
|
|
Forward Rate Agreement replication
|
|
2
|
663
|
April 8, 2024
|
|
Long interest rate calls
|
|
2
|
556
|
April 5, 2024
|
|
Off-market FRA
|
|
2
|
562
|
April 5, 2024
|
|
Settlement FRA when
|
|
5
|
693
|
April 5, 2024
|
|
Market rationality
|
|
1
|
663
|
March 2, 2024
|
|
Forward Price (CTD)
|
|
2
|
1054
|
February 1, 2024
|
|
Arbitrage Opportunities in Foreign Exchange Markets
|
|
0
|
933
|
January 19, 2024
|
|
Synthetic Payer Swaps - Please Help!
|
|
1
|
1342
|
November 19, 2023
|
|
Payoff with Long position
|
|
4
|
2793
|
October 9, 2023
|
