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About Derivatives for the Level II CFA Exam
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0
|
993
|
October 23, 2019
|
|
Basis trade for credit default swap
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|
2
|
1679
|
August 14, 2022
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Mr macigian your assistance required
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5
|
474
|
August 5, 2022
|
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Kaplan question derivatives
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1
|
451
|
July 30, 2022
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What happends when a option on futures is exercised?
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5
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1980
|
May 9, 2022
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Managing duration with interest rate futures
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9
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2684
|
April 28, 2022
|
|
Payer Swap
|
|
19
|
2620
|
April 6, 2022
|
|
Fixed Income Futures question - Conversion factor
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5
|
1737
|
February 12, 2022
|
|
Fundamental Rules of Arbitrage
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3
|
983
|
February 11, 2022
|
|
How do we know when it is a Fixed-for-fixed Currency Swap?
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1
|
1049
|
January 26, 2022
|
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Interest rate option payoff
|
|
1
|
1048
|
January 17, 2022
|
|
Derivatives - Level II N(d1) and N(d2)
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2
|
1573
|
January 11, 2022
|
|
Valuation of Contingent Claims_One-Period Binomial Model
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|
2
|
1229
|
December 22, 2021
|
|
Dynamic replication & self-financing in binomial trees
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|
0
|
1184
|
December 18, 2021
|
|
Hedge Ratio understanding
|
|
1
|
1217
|
December 17, 2021
|
|
Interest rate swaps valuation
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0
|
1295
|
December 5, 2021
|
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Basis in Currency Swap
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|
0
|
1350
|
November 20, 2021
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|
Cfa question , derivatives level 1
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1
|
1279
|
October 27, 2021
|
|
What is the appropriate way to get FV and PV
|
|
1
|
1261
|
October 27, 2021
|
|
Why is OAS larger than Z-spread for PUts?
|
|
10
|
3071
|
October 17, 2021
|
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Flatten / Invert Curves, Effect on Value of Options
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|
3
|
2039
|
October 11, 2021
|
|
Confusing statement in Volume 5
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|
1
|
1274
|
October 10, 2021
|
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Black-Scholes Interpretation of d1 and d2
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|
1
|
1374
|
October 8, 2021
|
|
Currency Swap - long vs. short
|
|
1
|
1343
|
October 6, 2021
|
|
Plotting forward curves
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|
0
|
1418
|
September 21, 2021
|
|
Call options on bonds: Is the underlying the bond's clean or dirty price?
|
|
1
|
1562
|
September 17, 2021
|
|
Currency Swap Fixed Leg(s) Determination
|
|
3
|
1524
|
September 1, 2021
|
|
What is the point of a Credit Default Swap?
|
|
4
|
1537
|
August 31, 2021
|
|
Why does the valuation of the floating leg of an interest rate swap only use the next payment?
|
|
6
|
2622
|
August 27, 2021
|
|
Option value and interest rate
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|
1
|
1069
|
July 31, 2021
|
