|
Leptokurtic vs Normal Distribution
|
|
4
|
1804
|
April 26, 2016
|
|
2012 Mock Question 8
|
|
8
|
844
|
April 25, 2016
|
|
Range of Delta
|
|
3
|
970
|
April 24, 2016
|
|
Potential Credit Risk
|
|
6
|
884
|
April 22, 2016
|
|
CFAI Reading 25 EOC Question #21
|
|
3
|
827
|
April 21, 2016
|
|
Determining the net cash flow of a pay fixed/receive floating swap
|
|
4
|
890
|
April 14, 2016
|
|
Gamma and Delta-Hedge
|
|
12
|
1251
|
April 12, 2016
|
|
Swap - Fixed rate versus float rate duration
|
|
8
|
1366
|
April 11, 2016
|
|
crai derivitives error?
|
|
0
|
813
|
April 5, 2016
|
|
Currency Swaps
|
|
5
|
948
|
April 5, 2016
|
|
Options: Collar
|
|
3
|
1200
|
April 5, 2016
|
|
forward rates
|
|
3
|
793
|
March 30, 2016
|
|
Futures to manage portfolio allocation AND duration/beta
|
|
4
|
1019
|
March 28, 2016
|
|
Synthetic position based on G/L
|
|
4
|
788
|
March 25, 2016
|
|
What is the weight of Risk Management?
|
|
4
|
841
|
March 23, 2016
|
|
Currency management : 10-delta, 25-delta etc
|
|
5
|
4264
|
March 23, 2016
|
|
Creating Synthetic Cash vs Asset Allocation with Futures
|
|
5
|
894
|
March 21, 2016
|
|
risk management option strategies
|
|
1
|
843
|
March 20, 2016
|
|
CCY exposure to hedge or not?
|
|
8
|
848
|
March 14, 2016
|
|
Div is given on num of shares?
|
|
0
|
794
|
March 14, 2016
|
|
Option strategy payoffs at end
|
|
0
|
893
|
March 9, 2016
|
|
Options
|
|
0
|
961
|
March 8, 2016
|
|
Reading 25 Risk Management CFA book Page 166 (Volume 5)
|
|
1
|
1035
|
March 8, 2016
|
|
optional pages in Reading 26, then they include the material in problem sets
|
|
2
|
929
|
March 6, 2016
|
|
Interest Rate Options and Effective Annual Rate
|
|
2
|
914
|
March 1, 2016
|
|
Valuation of Forwards - CFA method isn't intuitive?
|
|
3
|
881
|
February 28, 2016
|
|
FX risk
|
|
1
|
791
|
February 25, 2016
|
|
EAR from hedging interest payment with call option (formula)
|
|
0
|
936
|
February 20, 2016
|
|
Why is Settlement (Herstatt) Risk a non-financial risk?
|
|
3
|
1068
|
February 19, 2016
|
|
VAR and FIXED INCOME portfolio
|
|
2
|
852
|
February 18, 2016
|