|
Why do I have to reduce the duration of the portfolio when expecting the interest rates to rise?
|
|
2
|
1365
|
June 5, 2019
|
|
Calculating value of a short position in a fixed income security.
|
|
1
|
1249
|
June 5, 2019
|
|
Actual put option values vs. Delta-estimated put option values
|
|
1
|
1331
|
June 2, 2019
|
|
Please check if I correctly calculate the swap fixed rate!
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|
0
|
1309
|
June 2, 2019
|
|
L2 CFA Mock 2019 A Q39
|
|
3
|
3383
|
June 1, 2019
|
|
Hannes Messer Case
|
|
3
|
2301
|
June 1, 2019
|
|
calender spread, capture time value
|
|
0
|
1276
|
May 31, 2019
|
|
Arbitrage opportunity
|
|
2
|
1416
|
May 30, 2019
|
|
Synthetic position
|
|
8
|
2440
|
May 27, 2019
|
|
Floor rate on floating rate note
|
|
1
|
1148
|
May 26, 2019
|
|
Swaptions
|
|
3
|
2391
|
May 23, 2019
|
|
Portfolio Duration Strategy
|
|
1
|
1274
|
May 17, 2019
|
|
Derivative Strategies
|
|
10
|
1256
|
May 15, 2019
|
|
Derivatives Question
|
|
4
|
2170
|
May 12, 2019
|
|
Derivatives - Swaptions
|
|
1
|
1329
|
May 11, 2019
|
|
Why PV in derivative is negative?
|
|
1
|
1325
|
May 8, 2019
|
|
What is Portfolio Delta
|
|
0
|
1062
|
May 7, 2019
|
|
Theta value for deep in the money calls?
|
|
4
|
3172
|
May 2, 2019
|
|
Floating Rate Note
|
|
6
|
1027
|
April 28, 2019
|
|
Difference between N(d1) and N(d2)
|
|
4
|
5001
|
April 27, 2019
|
|
Equity Forward Valuation question from CFAI EOC
|
|
0
|
1048
|
April 25, 2019
|
|
Derivatives
|
|
0
|
955
|
April 24, 2019
|
|
Why do we subtract AI(T) when computing Fo(T) of bond futures
|
|
1
|
1080
|
April 21, 2019
|
|
A bond is trading at $1044 includes accrual interest, 120 day forward contract, coupon payment- 98 days from n. Forward price=?
|
|
1
|
1242
|
April 9, 2019
|
|
Forward contract after initiation - no arbitrage price
|
|
2
|
1353
|
April 3, 2019
|
|
Call Replicating Portfolio
|
|
2
|
1341
|
March 26, 2019
|
|
Option Strategy Formulae - Approach
|
|
3
|
1368
|
March 16, 2019
|
|
Forward vs. Future Prices
|
|
6
|
3294
|
March 12, 2019
|
|
Delta
|
|
4
|
1760
|
March 10, 2019
|
|
Max profit at expiry of collar
|
|
2
|
956
|
March 5, 2019
|