|
Derivatives - Level II N(d1) and N(d2)
|
|
2
|
2691
|
January 11, 2022
|
|
Valuation of Contingent Claims_One-Period Binomial Model
|
|
2
|
2175
|
December 22, 2021
|
|
Dynamic replication & self-financing in binomial trees
|
|
0
|
2512
|
December 18, 2021
|
|
Hedge Ratio understanding
|
|
1
|
2203
|
December 17, 2021
|
|
Interest rate swaps valuation
|
|
0
|
2121
|
December 5, 2021
|
|
Basis in Currency Swap
|
|
0
|
2045
|
November 20, 2021
|
|
Cfa question , derivatives level 1
|
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1
|
1915
|
October 27, 2021
|
|
What is the appropriate way to get FV and PV
|
|
1
|
1984
|
October 27, 2021
|
|
Why is OAS larger than Z-spread for PUts?
|
|
10
|
5033
|
October 17, 2021
|
|
Flatten / Invert Curves, Effect on Value of Options
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|
3
|
3001
|
October 11, 2021
|
|
Confusing statement in Volume 5
|
|
1
|
1942
|
October 10, 2021
|
|
Black-Scholes Interpretation of d1 and d2
|
|
1
|
2323
|
October 8, 2021
|
|
Currency Swap - long vs. short
|
|
1
|
2105
|
October 6, 2021
|
|
Plotting forward curves
|
|
0
|
2140
|
September 21, 2021
|
|
Currency Swap Fixed Leg(s) Determination
|
|
3
|
2128
|
September 1, 2021
|
|
What is the point of a Credit Default Swap?
|
|
4
|
2531
|
August 31, 2021
|
|
Why does the valuation of the floating leg of an interest rate swap only use the next payment?
|
|
6
|
4909
|
August 27, 2021
|
|
Option value and interest rate
|
|
1
|
1473
|
July 31, 2021
|
|
Delta hedging - Textbook Questions
|
|
2
|
2666
|
July 31, 2021
|
|
Theory of storage
|
|
1
|
2101
|
July 16, 2021
|
|
Relation between Interest Rates and Put value
|
|
1
|
1311
|
July 10, 2021
|
|
Eurodollar futures trading and mechanics
|
|
0
|
1197
|
July 6, 2021
|
|
Swaps exercise Schweser notes
|
|
9
|
3001
|
July 2, 2021
|
|
Forward rate calculation exercise from spots, let me know what you get
|
|
3
|
1322
|
June 22, 2021
|
|
Synthetic call options on futures
|
|
1
|
1192
|
June 17, 2021
|
|
Help with Equity Swap Question
|
|
4
|
1851
|
June 2, 2021
|
|
Conversion ratio, where to apply?
|
|
0
|
1319
|
May 25, 2021
|
|
BSM model - assumption with asset price
|
|
3
|
1392
|
May 25, 2021
|
|
Replicating call option to get arbitrage profit
|
|
0
|
2105
|
May 24, 2021
|
|
Derivatives - risk-free rate impact on equity forward value
|
|
2
|
2131
|
May 24, 2021
|