|
Application of Derivatives - Leigh
|
|
2
|
774
|
May 17, 2015
|
|
Tough Duration Hedging Question Schweser V1E3PM Q 52
|
|
4
|
864
|
May 17, 2015
|
|
price of Future contract vs price of CTD bond
|
|
2
|
781
|
May 16, 2015
|
|
Change in value of collar
|
|
1
|
824
|
May 16, 2015
|
|
Option Strategies - advice needed
|
|
7
|
925
|
May 16, 2015
|
|
Foreign Cash Receipt - Swap
|
|
5
|
908
|
May 16, 2015
|
|
Basis risk
|
|
2
|
788
|
May 16, 2015
|
|
VAR
|
|
17
|
774
|
May 16, 2015
|
|
1 option contract = 100 shares
|
|
4
|
801
|
May 15, 2015
|
|
Straight-through processing
|
|
0
|
747
|
May 15, 2015
|
|
Credit risk of American option
|
|
1
|
779
|
May 14, 2015
|
|
synthetic cash
|
|
4
|
872
|
May 14, 2015
|
|
2015 Mock Afternoon Q 40
|
|
2
|
768
|
May 13, 2015
|
|
Duration of fixed rate
|
|
3
|
787
|
May 12, 2015
|
|
How to decide which swap is suitable?
|
|
8
|
767
|
May 11, 2015
|
|
Change in delta
|
|
3
|
721
|
May 11, 2015
|
|
delta hedge
|
|
4
|
736
|
May 10, 2015
|
|
Equity Second-Order Measure of Risk
|
|
2
|
852
|
May 6, 2015
|
|
(R26 EOC9) Can someone explain the solution for this problem? I don't understand the one given in book.
|
|
4
|
937
|
May 4, 2015
|
|
Option formulas
|
|
1
|
884
|
May 4, 2015
|
|
Swaption question-Finquiz Test 1
|
|
10
|
852
|
May 2, 2015
|
|
Forwards Credit risk with passage of time
|
|
6
|
806
|
May 2, 2015
|
|
R28 - Blue Box Examples 13 and 14 - Days calculation
|
|
7
|
746
|
May 1, 2015
|
|
Schweser Notes R28 Example Pg.148/149
|
|
0
|
752
|
May 1, 2015
|
|
Calculating VAR
|
|
5
|
822
|
April 30, 2015
|
|
Days in period - Interest rate cap (Reading 28 example 13)
|
|
5
|
806
|
April 28, 2015
|
|
Credit risk in a forward contract
|
|
3
|
1017
|
April 25, 2015
|
|
Duration of a portfolio
|
|
2
|
754
|
April 25, 2015
|
|
Bear call spreads and Bear put spreads - breakeven
|
|
9
|
1556
|
April 24, 2015
|
|
R28 Options Risk Management - Put - Effective Interest
|
|
2
|
909
|
April 22, 2015
|