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Estimating the Value of a Euro- Bund Forward Position
|
|
3
|
1852
|
August 18, 2020
|
|
Currency Swaps - pricing
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|
5
|
1613
|
August 15, 2020
|
|
Valuing FRA
|
|
2
|
2611
|
July 23, 2020
|
|
Floating Rate Decreases Portfolio Duration vs Fixed Rate
|
|
3
|
1634
|
July 12, 2020
|
|
Finding delta from gamma
|
|
12
|
2341
|
June 28, 2020
|
|
Arbitrage Profit on Bond Futures Contract
|
|
14
|
3780
|
June 21, 2020
|
|
Fixed income forward contract
|
|
0
|
1480
|
June 19, 2020
|
|
Derivatives Delta Hedge
|
|
7
|
1856
|
June 7, 2020
|
|
One Period Binomial Option pg 382 Ex1
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|
3
|
1302
|
June 4, 2020
|
|
Option Adjusted spread : CFAI question
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|
5
|
1650
|
May 22, 2020
|
|
Black Model to value interest rate options
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|
5
|
3150
|
May 19, 2020
|
|
Spot and Forward rate
|
|
5
|
1670
|
May 10, 2020
|
|
Impact of Dividends on dynamically managed portfolio - BSM
|
|
2
|
2064
|
April 11, 2020
|
|
ISDA CDS Coupons 100 vs 500
|
|
1
|
2298
|
April 9, 2020
|
|
Interest Rate Swap (Question)
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|
1
|
2189
|
March 23, 2020
|
|
Options Question
|
|
10
|
1666
|
February 9, 2020
|
|
AI on bond futures
|
|
1
|
2283
|
January 22, 2020
|
|
Derivatives- Value of the bond futures
|
|
3
|
1552
|
January 22, 2020
|
|
Synthetic cash
|
|
1
|
1424
|
November 17, 2019
|
|
2020 derivatives strategies removal
|
|
18
|
2445
|
August 27, 2019
|
|
Interest Rate Swap Valuation
|
|
2
|
1443
|
August 5, 2019
|
|
Derivatives
|
|
11
|
1283
|
July 27, 2019
|
|
derivatives
|
|
3
|
1265
|
July 9, 2019
|
|
Derivatives- Interest rate options
|
|
4
|
1339
|
June 27, 2019
|
|
Derivative Equivalency (see so many of these on mocks!)
|
|
2
|
1301
|
June 13, 2019
|
|
Related to Mock Exam A, Afternoon Session - Derivatives "Madafi Case scenario"
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|
1
|
1844
|
June 12, 2019
|
|
Arbitrage profit using Delts hedging.
|
|
0
|
1441
|
June 12, 2019
|
|
Protective put
|
|
6
|
1543
|
June 10, 2019
|
|
Currency Swap Fixed USD receiver, Floating EUR payer question
|
|
2
|
1787
|
June 9, 2019
|
|
Hedging with options on Eurodollar futures
|
|
0
|
1347
|
June 7, 2019
|