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Valuation of Contingent Claims_One-Period Binomial Model
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2
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2149
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December 22, 2021
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Dynamic replication & self-financing in binomial trees
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0
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2432
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December 18, 2021
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Hedge Ratio understanding
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1
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2144
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December 17, 2021
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Interest rate swaps valuation
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0
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2091
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December 5, 2021
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Basis in Currency Swap
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0
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2010
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November 20, 2021
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Cfa question , derivatives level 1
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1
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1880
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October 27, 2021
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What is the appropriate way to get FV and PV
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1
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1923
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October 27, 2021
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Why is OAS larger than Z-spread for PUts?
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10
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4871
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October 17, 2021
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Flatten / Invert Curves, Effect on Value of Options
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3
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2936
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October 11, 2021
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Confusing statement in Volume 5
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1
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1915
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October 10, 2021
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Black-Scholes Interpretation of d1 and d2
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1
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2276
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October 8, 2021
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Currency Swap - long vs. short
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1
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2064
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October 6, 2021
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Plotting forward curves
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0
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2104
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September 21, 2021
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Currency Swap Fixed Leg(s) Determination
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3
|
2091
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September 1, 2021
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What is the point of a Credit Default Swap?
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4
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2364
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August 31, 2021
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Why does the valuation of the floating leg of an interest rate swap only use the next payment?
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6
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4669
|
August 27, 2021
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Option value and interest rate
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1
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1437
|
July 31, 2021
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Delta hedging - Textbook Questions
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2
|
2506
|
July 31, 2021
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|
Theory of storage
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1
|
2017
|
July 16, 2021
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Relation between Interest Rates and Put value
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1
|
1278
|
July 10, 2021
|
|
Eurodollar futures trading and mechanics
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0
|
1162
|
July 6, 2021
|
|
Swaps exercise Schweser notes
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|
9
|
2811
|
July 2, 2021
|
|
Forward rate calculation exercise from spots, let me know what you get
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3
|
1271
|
June 22, 2021
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|
Synthetic call options on futures
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1
|
1160
|
June 17, 2021
|
|
Help with Equity Swap Question
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4
|
1794
|
June 2, 2021
|
|
Conversion ratio, where to apply?
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|
0
|
1284
|
May 25, 2021
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|
BSM model - assumption with asset price
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3
|
1333
|
May 25, 2021
|
|
Replicating call option to get arbitrage profit
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0
|
1950
|
May 24, 2021
|
|
Derivatives - risk-free rate impact on equity forward value
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|
2
|
1916
|
May 24, 2021
|
|
Call option value with and without dividends
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|
1
|
1707
|
May 15, 2021
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