|
About Derivatives for the Level III CFA Exam
|
|
0
|
3512
|
February 10, 2020
|
|
Variance swap
|
|
22
|
6912
|
January 15, 2025
|
|
Roll yield forward rate bias
|
|
6
|
1930
|
August 16, 2024
|
|
Protective put question not getting it
|
|
4
|
3257
|
August 15, 2024
|
|
Summery Graphs (Option Spread)
|
|
0
|
601
|
July 19, 2024
|
|
FX Swaps - Errata?
|
|
1
|
424
|
July 11, 2024
|
|
Managed futures, hedge funds
|
|
3
|
624
|
June 10, 2024
|
|
Forward rate bias trade
|
|
4
|
1256
|
June 5, 2024
|
|
Currency swap basis
|
|
0
|
636
|
June 3, 2024
|
|
Correlation and R(dc)
|
|
0
|
523
|
June 2, 2024
|
|
Profit and Max Loss - Calendar Spreads
|
|
0
|
540
|
June 2, 2024
|
|
Cost of Synthetic Borrowing in Cross-Currency Basis Swaps
|
|
6
|
1007
|
June 2, 2024
|
|
Calendar spread L3
|
|
2
|
1199
|
May 28, 2024
|
|
Hedge Ratio - Currency Futures
|
|
1
|
671
|
May 13, 2024
|
|
what exactly is basis and basis risk?
|
|
16
|
3482
|
May 3, 2024
|
|
VIX Puts - Tyron Sum
|
|
2
|
1096
|
March 13, 2024
|
|
Confusing wording for fx question ith the US dollar currently trading at a forward premium and US interest rates lower than Spanish rates,
|
|
2
|
2159
|
February 25, 2024
|
|
FX forward rate
|
|
2
|
1235
|
February 9, 2024
|
|
2024 Feb. Mock Exam A1 - Collar Implementation (Q5)
|
|
2
|
1081
|
February 7, 2024
|
|
Can anyone explain the logic behind this sentence? Why more value is gained on the short position than is lost on the long position?
|
|
3
|
1006
|
January 31, 2024
|
|
Options delta
|
|
3
|
870
|
January 24, 2024
|
|
Derivatives Choose Option
|
|
1
|
809
|
January 22, 2024
|
|
R10 EOC qn 34: Currency Management Rosario Delgado item set
|
|
16
|
7186
|
January 18, 2024
|
|
Single Name CDS Hedging Derivative contracts
|
|
2
|
990
|
January 7, 2024
|
|
Why do we have to calculate target BPV while Hedging Interest Rate Risk with Futures
|
|
6
|
1530
|
January 3, 2024
|
|
Fixed Income Futures Liii
|
|
2
|
1139
|
December 2, 2023
|
|
FX net cash flow question: Rivera's portfolio perfectly hedged
|
|
1
|
1708
|
November 25, 2023
|
|
BPVp = MDURp × 0.01% × MVp
|
|
4
|
1275
|
November 3, 2023
|
|
Currency Risk Management: Matched and Mismatched Near/Far legs of FX Swaps
|
|
11
|
5492
|
October 17, 2023
|
|
Return (Domestic CCY)
|
|
4
|
1627
|
August 28, 2023
|
