|
Currency Swaps - pricing
|
|
5
|
1566
|
August 15, 2020
|
|
Valuing FRA
|
|
2
|
2520
|
July 23, 2020
|
|
Floating Rate Decreases Portfolio Duration vs Fixed Rate
|
|
3
|
1589
|
July 12, 2020
|
|
Finding delta from gamma
|
|
12
|
2166
|
June 28, 2020
|
|
Arbitrage Profit on Bond Futures Contract
|
|
14
|
3615
|
June 21, 2020
|
|
Fixed income forward contract
|
|
0
|
1443
|
June 19, 2020
|
|
Derivatives Delta Hedge
|
|
7
|
1727
|
June 7, 2020
|
|
One Period Binomial Option pg 382 Ex1
|
|
3
|
1270
|
June 4, 2020
|
|
Option Adjusted spread : CFAI question
|
|
5
|
1591
|
May 22, 2020
|
|
Black Model to value interest rate options
|
|
5
|
3012
|
May 19, 2020
|
|
Spot and Forward rate
|
|
5
|
1623
|
May 10, 2020
|
|
Impact of Dividends on dynamically managed portfolio - BSM
|
|
2
|
1998
|
April 11, 2020
|
|
ISDA CDS Coupons 100 vs 500
|
|
1
|
2201
|
April 9, 2020
|
|
Interest Rate Swap (Question)
|
|
1
|
2133
|
March 23, 2020
|
|
Options Question
|
|
10
|
1580
|
February 9, 2020
|
|
AI on bond futures
|
|
1
|
2207
|
January 22, 2020
|
|
Derivatives- Value of the bond futures
|
|
3
|
1517
|
January 22, 2020
|
|
Synthetic cash
|
|
1
|
1386
|
November 17, 2019
|
|
2020 derivatives strategies removal
|
|
18
|
2366
|
August 27, 2019
|
|
Interest Rate Swap Valuation
|
|
2
|
1405
|
August 5, 2019
|
|
Derivatives
|
|
11
|
1248
|
July 27, 2019
|
|
derivatives
|
|
3
|
1238
|
July 9, 2019
|
|
Derivatives- Interest rate options
|
|
4
|
1296
|
June 27, 2019
|
|
Derivative Equivalency (see so many of these on mocks!)
|
|
2
|
1267
|
June 13, 2019
|
|
Related to Mock Exam A, Afternoon Session - Derivatives "Madafi Case scenario"
|
|
1
|
1779
|
June 12, 2019
|
|
Arbitrage profit using Delts hedging.
|
|
0
|
1406
|
June 12, 2019
|
|
Protective put
|
|
6
|
1514
|
June 10, 2019
|
|
Currency Swap Fixed USD receiver, Floating EUR payer question
|
|
2
|
1719
|
June 9, 2019
|
|
Hedging with options on Eurodollar futures
|
|
0
|
1301
|
June 7, 2019
|
|
Why do I have to reduce the duration of the portfolio when expecting the interest rates to rise?
|
|
2
|
1305
|
June 5, 2019
|