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Kamiko Watanabe Case Scenario (Derivatives) CFAI Topic test
|
|
3
|
2043
|
August 12, 2023
|
|
CFA Society Boston Level III 2023 Practice Exam A Bull Spread with Puts
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|
2
|
1776
|
July 24, 2023
|
|
Federal fund rate cut probabilities
|
|
1
|
2458
|
July 1, 2023
|
|
Example 6 Alternative Hedging Strategies
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|
10
|
3513
|
June 18, 2023
|
|
Effective Interest Rate - future Loan hedged with futures
|
|
0
|
1441
|
June 13, 2023
|
|
Mismatched FX swap
|
|
6
|
6128
|
June 4, 2023
|
|
Negative versus Positive Cross Currency Basis
|
|
11
|
6220
|
March 27, 2023
|
|
Calendar Spread Time Value without Theta?
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|
1
|
1775
|
March 26, 2023
|
|
Variance swap: payoff vs gain
|
|
2
|
1970
|
January 29, 2023
|
|
Cross hedges example 8 - Reading 10 Currency Management
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|
4
|
3219
|
January 8, 2023
|
|
Depreciation or appreciation?
|
|
1
|
3099
|
May 1, 2022
|
|
Matched/Mismatched FX Swaps
|
|
4
|
4138
|
January 8, 2023
|
|
When to use moneyness of 90%
|
|
0
|
1407
|
December 26, 2022
|
|
ASW and I Spread- Difference and Similarity
|
|
9
|
11103
|
December 11, 2022
|
|
Option dates meaning
|
|
0
|
1578
|
December 11, 2022
|
|
Currency Beta Vs Currency Alpha
|
|
1
|
1654
|
December 4, 2022
|
|
Negative vs Positive Carry Trade
|
|
4
|
1627
|
November 18, 2022
|
|
Straddle pre-expiry gain in value
|
|
2
|
1828
|
October 15, 2022
|
|
Positive and Negative Basis in the currency swap
|
|
2
|
2129
|
October 3, 2022
|
|
Multiplier of futures contracts
|
|
9
|
13395
|
March 6, 2019
|
|
Negative Cross Currency Basis Swap - By JP Morgan
|
|
16
|
6875
|
August 28, 2022
|
|
CLO VS CDO and sensitivity to spread
|
|
4
|
2177
|
August 23, 2022
|
|
Delta Short Call
|
|
3
|
1880
|
August 15, 2022
|
|
Derivative Put call Parity
|
|
5
|
1990
|
August 9, 2022
|
|
CDS CFA Level 3 - Errata on Change in CDS Prices
|
|
3
|
4083
|
July 20, 2022
|
|
Managed Futures and Positive Skewness
|
|
4
|
3825
|
June 25, 2022
|
|
Variance and Vega notional relation
|
|
5
|
5814
|
May 29, 2022
|
|
Derivatives seagull structure- not understanding
|
|
6
|
2814
|
May 29, 2022
|
|
2022 Boston Mock B - Derivatives - Straddle - on same strike?
|
|
3
|
2177
|
May 25, 2022
|
|
CDS premiums
|
|
8
|
2777
|
May 22, 2022
|