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Derivative strategies
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|
15
|
1195
|
March 26, 2017
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|
Derivatives - Struggling with Cross Currency Swaps!
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|
3
|
1743
|
March 25, 2017
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|
Derivatives- Swap Pricing
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3
|
1010
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March 21, 2017
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call value with one period binomial model
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7
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1109
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March 17, 2017
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FRA interpolation
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4
|
1285
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March 13, 2017
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|
Forward parity arbitrage
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3
|
983
|
March 8, 2017
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|
Is swaptions covered anywhere in 2017 Derivatives curriculum?
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|
1
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929
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March 6, 2017
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|
One Period Binomial Model
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2
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948
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March 4, 2017
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Swap Question
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1
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942
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March 3, 2017
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Hazard rate impact on premium/protection leg
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|
2
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1054
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March 3, 2017
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|
Derivatives - Equity Index SWAP
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3
|
878
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February 28, 2017
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Currency Swap, fixed rate use annualized or periodic rate?
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4
|
933
|
February 26, 2017
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|
Derivatives - Black Scholes Merton Model
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2
|
1014
|
February 26, 2017
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The Greeks
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0
|
924
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February 22, 2017
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|
If forward price > K (delivery price) and we are long, then V>0 and if fwd price < K while we are long, then V<0.
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5
|
836
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February 17, 2017
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Currency Forwards
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|
1
|
809
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February 17, 2017
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Higher dividends - hedging put option
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0
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836
|
February 16, 2017
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Bond future
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|
1
|
786
|
February 16, 2017
|
|
Intuition behind borrowing the profit today (payoff*e^-rT) from long short or short long.
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|
1
|
884
|
February 14, 2017
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|
Why carry benefit will lower the value of call?
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|
2
|
1194
|
February 13, 2017
|
|
Underlying purchase, forward sell. Explain?
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3
|
819
|
February 13, 2017
|
|
Synthetic Long Asset vs put-call parity
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|
3
|
1160
|
February 13, 2017
|
|
Bond forward
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2
|
843
|
February 11, 2017
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FRA Value Discounting
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|
0
|
1032
|
January 31, 2017
|
|
Futures cash&carry arbitrage
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|
1
|
827
|
January 28, 2017
|
|
Derivitive cash flows and discounting
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|
5
|
888
|
January 25, 2017
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|
options strategy
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|
3
|
798
|
January 24, 2017
|
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option on future contract
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|
1
|
898
|
January 24, 2017
|
|
EOC Questions in Derivatives
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|
4
|
903
|
January 23, 2017
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vega and delta (at the money)
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4
|
1008
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January 12, 2017
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