I’m finding the EOCs on this reading is pretty lacking - 12 questions, mostly concentrating on money spreads, and one little question on Gamma. I’m wondering if anyone has a good resource for doing questions for: 1) caps and floors with loan payments/income streams 2) Delta Hedging ie using options to hedge a long equity position
Section 3 was interest rate option strategies, and section 4 was Option portfolio risk management strategies, and neither one really gets addressed in the EOCs.
I’d be grateful if anyone can recommend any resources out there for these topics.
Thanks