About Derivatives for the Level II CFA Exam
|
|
0
|
3283
|
October 23, 2019
|
Replicating/hedging portfolio Question
|
|
5
|
821
|
March 18, 2025
|
Replication in Derivatives
|
|
21
|
7263
|
November 22, 2024
|
Value of a call option using one period binomial model
|
|
6
|
599
|
November 10, 2024
|
Bond Futures Question (would greatly appreciate any help with this!)
|
|
3
|
2929
|
November 9, 2024
|
Cause of change in price of put option
|
|
5
|
669
|
October 18, 2024
|
Reducing Interest Rate Risk
|
|
5
|
647
|
September 15, 2024
|
Risk Neutral Probability vs. Probability of an Up/Down Move
|
|
6
|
2293
|
August 30, 2024
|
Pricing and valuation of contingent claims
|
|
1
|
850
|
July 15, 2024
|
Quoted future price
|
|
2
|
822
|
July 11, 2024
|
Value of Futures
|
|
1
|
2081
|
July 10, 2024
|
Question : accrued interest on bond futures
|
|
1
|
820
|
July 8, 2024
|
Who funds the issuance of an option?
|
|
3
|
713
|
July 8, 2024
|
Synthetic put using long position in bonds and short stocks
|
|
5
|
1206
|
June 3, 2024
|
Interest rate cap/(floor) using a series of interest rate call/(put) options
|
|
2
|
1042
|
June 2, 2024
|
Call options on bonds: Is the underlying the bond's clean or dirty price?
|
|
1
|
3930
|
September 17, 2021
|
Market Value of an Interest Rate Swap
|
|
4
|
1000
|
May 26, 2024
|
Interest rate futures price
|
|
5
|
980
|
May 15, 2024
|
How to value this swap question ?
|
|
7
|
4709
|
December 26, 2017
|
Synthetic Options - Put-Call Parity
|
|
2
|
1459
|
May 1, 2024
|
Equity Swap Doubt
|
|
4
|
957
|
April 20, 2024
|
FRA - Help Please
|
|
4
|
1110
|
April 19, 2024
|
Forward Rate Agreement replication
|
|
2
|
1174
|
April 8, 2024
|
Long interest rate calls
|
|
2
|
899
|
April 5, 2024
|
Off-market FRA
|
|
2
|
870
|
April 5, 2024
|
Settlement FRA when
|
|
5
|
1217
|
April 5, 2024
|
Market rationality
|
|
1
|
964
|
March 2, 2024
|
Forward Price (CTD)
|
|
2
|
1476
|
February 1, 2024
|
Arbitrage Opportunities in Foreign Exchange Markets
|
|
0
|
1320
|
January 19, 2024
|
Synthetic Payer Swaps - Please Help!
|
|
1
|
1719
|
November 19, 2023
|