|
About Derivatives for the Level II CFA Exam
|
|
0
|
3076
|
October 23, 2019
|
|
Replicating/hedging portfolio Question
|
|
5
|
306
|
March 18, 2025
|
|
Replication in Derivatives
|
|
21
|
6787
|
November 22, 2024
|
|
Value of a call option using one period binomial model
|
|
6
|
440
|
November 10, 2024
|
|
Bond Futures Question (would greatly appreciate any help with this!)
|
|
3
|
2711
|
November 9, 2024
|
|
Cause of change in price of put option
|
|
5
|
541
|
October 18, 2024
|
|
Reducing Interest Rate Risk
|
|
5
|
488
|
September 15, 2024
|
|
Risk Neutral Probability vs. Probability of an Up/Down Move
|
|
6
|
1486
|
August 30, 2024
|
|
Pricing and valuation of contingent claims
|
|
1
|
682
|
July 15, 2024
|
|
Quoted future price
|
|
2
|
661
|
July 11, 2024
|
|
Value of Futures
|
|
1
|
1857
|
July 10, 2024
|
|
Question : accrued interest on bond futures
|
|
1
|
654
|
July 8, 2024
|
|
Who funds the issuance of an option?
|
|
3
|
579
|
July 8, 2024
|
|
Synthetic put using long position in bonds and short stocks
|
|
5
|
996
|
June 3, 2024
|
|
Interest rate cap/(floor) using a series of interest rate call/(put) options
|
|
2
|
852
|
June 2, 2024
|
|
Call options on bonds: Is the underlying the bond's clean or dirty price?
|
|
1
|
3720
|
September 17, 2021
|
|
Market Value of an Interest Rate Swap
|
|
4
|
797
|
May 26, 2024
|
|
Interest rate futures price
|
|
5
|
823
|
May 15, 2024
|
|
How to value this swap question ?
|
|
7
|
4411
|
December 26, 2017
|
|
Synthetic Options - Put-Call Parity
|
|
2
|
1169
|
May 1, 2024
|
|
Equity Swap Doubt
|
|
4
|
796
|
April 20, 2024
|
|
FRA - Help Please
|
|
4
|
922
|
April 19, 2024
|
|
Forward Rate Agreement replication
|
|
2
|
949
|
April 8, 2024
|
|
Long interest rate calls
|
|
2
|
751
|
April 5, 2024
|
|
Off-market FRA
|
|
2
|
760
|
April 5, 2024
|
|
Settlement FRA when
|
|
5
|
953
|
April 5, 2024
|
|
Market rationality
|
|
1
|
856
|
March 2, 2024
|
|
Forward Price (CTD)
|
|
2
|
1300
|
February 1, 2024
|
|
Arbitrage Opportunities in Foreign Exchange Markets
|
|
0
|
1163
|
January 19, 2024
|
|
Synthetic Payer Swaps - Please Help!
|
|
1
|
1579
|
November 19, 2023
|
