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Why is a short call worthless, if price is less than exercise price?
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7
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2795
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June 15, 2022
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Initial Margin for bilateral OTC Derivatives
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0
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2814
|
May 19, 2022
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|
Interest rate volatility and effects on the value of options
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3
|
3028
|
May 12, 2022
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Mark to Market - Futures Settlement Price
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1
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2722
|
April 12, 2022
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Forward contract clarity
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4
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3053
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April 2, 2022
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Forward contract value question
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3
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3280
|
March 31, 2022
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Net benefit from holding the underlying asset of a forward contract
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1
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3671
|
March 31, 2022
|
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Derivatives cfa L1
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2
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2680
|
March 21, 2022
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Default risk
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1
|
2589
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March 20, 2022
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Price Alignment Interest
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0
|
2440
|
February 15, 2022
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European option
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1
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2584
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February 1, 2022
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American vs. European option (time-value)
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2
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2916
|
November 16, 2021
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Derivative Question Help
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1
|
2167
|
October 27, 2021
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Put-Call-Forward Parity
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9
|
6922
|
October 18, 2021
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Derivatives future and spot prices
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13
|
3359
|
October 3, 2021
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Conversion of future prices to spot prices
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3
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2303
|
October 2, 2021
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Two options, a call, a put, same underlying, same expiration date, same strike
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1
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2264
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September 11, 2021
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Value and "profile" for a buyer of a call option
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3
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2334
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September 11, 2021
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Why would forward commitments depend on the outcome or payoff of their underlying asset?
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8
|
2934
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September 3, 2021
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Contango / Backwardation and Convenience Yield
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4
|
5097
|
August 29, 2021
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Question about currency swap
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3
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2352
|
July 18, 2021
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Value of a forward contract at time t independent of benefits and costs?
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0
|
2352
|
July 7, 2021
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Numeric example for synthetic FRA
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3
|
7036
|
July 1, 2021
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swaps similar to a series of forwards?
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6
|
4337
|
June 27, 2021
|
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Put Option Exercise
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9
|
5449
|
April 6, 2021
|
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Unwinding the asset interest rate swap
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0
|
2183
|
February 23, 2021
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Call option .. a little confused
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10
|
2352
|
February 18, 2021
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Convergence of Futures Prices and Spot Prices
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13
|
6549
|
December 31, 2020
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Kaplans' Derivatives Question - seems wrong
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13
|
5075
|
December 16, 2020
|
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Derivatives (Forward Price - Arbitrage)
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0
|
1781
|
November 29, 2020
|