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Calculating value of a short position in a fixed income security.
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1
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1225
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June 5, 2019
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Actual put option values vs. Delta-estimated put option values
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1
|
1295
|
June 2, 2019
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Please check if I correctly calculate the swap fixed rate!
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0
|
1278
|
June 2, 2019
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L2 CFA Mock 2019 A Q39
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3
|
3295
|
June 1, 2019
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Hannes Messer Case
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3
|
2222
|
June 1, 2019
|
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calender spread, capture time value
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0
|
1236
|
May 31, 2019
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|
Arbitrage opportunity
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2
|
1378
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May 30, 2019
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Synthetic position
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8
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2242
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May 27, 2019
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Floor rate on floating rate note
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1
|
1108
|
May 26, 2019
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|
Swaptions
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3
|
2266
|
May 23, 2019
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Portfolio Duration Strategy
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1
|
1240
|
May 17, 2019
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Derivative Strategies
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10
|
1213
|
May 15, 2019
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Derivatives Question
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4
|
2099
|
May 12, 2019
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|
Derivatives - Swaptions
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1
|
1288
|
May 11, 2019
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|
Why PV in derivative is negative?
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1
|
1284
|
May 8, 2019
|
|
What is Portfolio Delta
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0
|
1020
|
May 7, 2019
|
|
Theta value for deep in the money calls?
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4
|
2931
|
May 2, 2019
|
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Floating Rate Note
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6
|
990
|
April 28, 2019
|
|
Difference between N(d1) and N(d2)
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|
4
|
4560
|
April 27, 2019
|
|
Equity Forward Valuation question from CFAI EOC
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0
|
993
|
April 25, 2019
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Derivatives
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0
|
931
|
April 24, 2019
|
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Why do we subtract AI(T) when computing Fo(T) of bond futures
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1
|
1041
|
April 21, 2019
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A bond is trading at $1044 includes accrual interest, 120 day forward contract, coupon payment- 98 days from n. Forward price=?
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1
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1202
|
April 9, 2019
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Forward contract after initiation - no arbitrage price
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2
|
1259
|
April 3, 2019
|
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Call Replicating Portfolio
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2
|
1270
|
March 26, 2019
|
|
Option Strategy Formulae - Approach
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|
3
|
1323
|
March 16, 2019
|
|
Forward vs. Future Prices
|
|
6
|
3186
|
March 12, 2019
|
|
Delta
|
|
4
|
1627
|
March 10, 2019
|
|
Max profit at expiry of collar
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|
2
|
931
|
March 5, 2019
|
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Derivatives Strategies Formulas
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6
|
1221
|
February 28, 2019
|