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About Derivatives for the Level II CFA Exam
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0
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2823
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October 23, 2019
|
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Replication in Derivatives
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|
21
|
5952
|
November 22, 2024
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Value of a call option using one period binomial model
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6
|
221
|
November 10, 2024
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Bond Futures Question (would greatly appreciate any help with this!)
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3
|
2305
|
November 9, 2024
|
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Cause of change in price of put option
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5
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359
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October 18, 2024
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Reducing Interest Rate Risk
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5
|
313
|
September 15, 2024
|
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Risk Neutral Probability vs. Probability of an Up/Down Move
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6
|
818
|
August 30, 2024
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Pricing and valuation of contingent claims
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1
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451
|
July 15, 2024
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Quoted future price
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2
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459
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July 11, 2024
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Value of Futures
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1
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1614
|
July 10, 2024
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Question : accrued interest on bond futures
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1
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462
|
July 8, 2024
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Who funds the issuance of an option?
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3
|
408
|
July 8, 2024
|
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Synthetic put using long position in bonds and short stocks
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|
5
|
708
|
June 3, 2024
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Interest rate cap/(floor) using a series of interest rate call/(put) options
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2
|
622
|
June 2, 2024
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Call options on bonds: Is the underlying the bond's clean or dirty price?
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1
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3390
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September 17, 2021
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Market Value of an Interest Rate Swap
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|
4
|
582
|
May 26, 2024
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Interest rate futures price
|
|
5
|
638
|
May 15, 2024
|
|
How to value this swap question ?
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|
7
|
4036
|
December 26, 2017
|
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Synthetic Options - Put-Call Parity
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|
2
|
796
|
May 1, 2024
|
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Equity Swap Doubt
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|
4
|
599
|
April 20, 2024
|
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FRA - Help Please
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|
4
|
672
|
April 19, 2024
|
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Forward Rate Agreement replication
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|
2
|
704
|
April 8, 2024
|
|
Long interest rate calls
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|
2
|
589
|
April 5, 2024
|
|
Off-market FRA
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|
2
|
595
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April 5, 2024
|
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Settlement FRA when
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|
5
|
731
|
April 5, 2024
|
|
Market rationality
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|
1
|
695
|
March 2, 2024
|
|
Forward Price (CTD)
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|
2
|
1091
|
February 1, 2024
|
|
Arbitrage Opportunities in Foreign Exchange Markets
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|
0
|
970
|
January 19, 2024
|
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Synthetic Payer Swaps - Please Help!
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|
1
|
1381
|
November 19, 2023
|
|
Payoff with Long position
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4
|
2835
|
October 9, 2023
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