|
2016 Level III PM Mock Exam Answer for Question #49
|
|
0
|
839
|
February 18, 2016
|
|
VaR
|
|
1
|
824
|
February 11, 2016
|
|
Swap selection ( 2016 Mock question)
|
|
0
|
791
|
February 6, 2016
|
|
R28 EOC Q23 Duration of a swap (floating rate side)
|
|
4
|
921
|
January 14, 2016
|
|
Foreign Cash Flow SWAP
|
|
5
|
975
|
January 8, 2016
|
|
How important is Reading 28 - risk management swap strategies?
|
|
6
|
888
|
January 2, 2016
|
|
VaR - leptokurtic
|
|
5
|
1412
|
December 17, 2015
|
|
hedging with index futures
|
|
1
|
837
|
November 4, 2015
|
|
SWAP
|
|
6
|
931
|
September 21, 2015
|
|
Value of currency forward vs currency option
|
|
1
|
867
|
June 5, 2015
|
|
Synthetic Cash from Equity Futures
|
|
47
|
1788
|
June 5, 2015
|
|
Delta hedging - need confirmation of understanding!
|
|
4
|
870
|
June 4, 2015
|
|
Who is good with options? Would like help
|
|
8
|
1146
|
June 4, 2015
|
|
schweser 2015 practice ques
|
|
4
|
822
|
June 4, 2015
|
|
Receiver swaption - brain freeze, help!
|
|
3
|
891
|
June 4, 2015
|
|
Swap Duration
|
|
7
|
944
|
June 3, 2015
|
|
Derivatives
|
|
1
|
852
|
June 3, 2015
|
|
Delta is confusing
|
|
6
|
885
|
June 3, 2015
|
|
2012 morning exam Q 8
|
|
0
|
791
|
June 3, 2015
|
|
yield beta and conversion factor
|
|
5
|
970
|
June 3, 2015
|
|
Corner Portfolio Standard Deviation Question
|
|
5
|
906
|
June 2, 2015
|
|
2013 morning Q 11 Part C.
|
|
0
|
816
|
June 2, 2015
|
|
CFAI MOCK 2015 (afternoon) - Q40
|
|
3
|
800
|
June 1, 2015
|
|
Entering into receive fixed, pay float swap - decrease duration?
|
|
1
|
840
|
May 31, 2015
|
|
Credit risk on put options
|
|
13
|
1190
|
May 31, 2015
|
|
Return on hedged position using futures
|
|
4
|
915
|
May 31, 2015
|
|
Application of Derivatives - Silva (do we assume butterfly spread is using calls only?)
|
|
6
|
770
|
May 31, 2015
|
|
Current VS Potential Credit Risk
|
|
11
|
1112
|
May 31, 2015
|
|
duration
|
|
3
|
859
|
May 31, 2015
|
|
2009 Exam 9B Market Value of Forwards - Maple Leaf
|
|
2
|
845
|
May 30, 2015
|