|
Pricing and Valuation of Interest Rate Swaps
|
|
7
|
1125
|
February 26, 2023
|
|
Why are the answers to the questions at the end of LOS explained very differently from the LOS notes?
|
|
0
|
1172
|
February 12, 2023
|
|
Currency Swap Question - Seeking verification
|
|
2
|
1584
|
October 23, 2022
|
|
Basis trade for credit default swap
|
|
2
|
3703
|
August 14, 2022
|
|
Mr macigian your assistance required
|
|
5
|
1805
|
August 5, 2022
|
|
Kaplan question derivatives
|
|
1
|
1929
|
July 30, 2022
|
|
What happends when a option on futures is exercised?
|
|
5
|
3156
|
May 9, 2022
|
|
Managing duration with interest rate futures
|
|
9
|
4552
|
April 28, 2022
|
|
Payer Swap
|
|
19
|
4309
|
April 6, 2022
|
|
Fixed Income Futures question - Conversion factor
|
|
5
|
3375
|
February 12, 2022
|
|
Fundamental Rules of Arbitrage
|
|
3
|
2273
|
February 11, 2022
|
|
How do we know when it is a Fixed-for-fixed Currency Swap?
|
|
1
|
2061
|
January 26, 2022
|
|
Interest rate option payoff
|
|
1
|
1993
|
January 17, 2022
|
|
Derivatives - Level II N(d1) and N(d2)
|
|
2
|
2517
|
January 11, 2022
|
|
Valuation of Contingent Claims_One-Period Binomial Model
|
|
2
|
2050
|
December 22, 2021
|
|
Dynamic replication & self-financing in binomial trees
|
|
0
|
2209
|
December 18, 2021
|
|
Hedge Ratio understanding
|
|
1
|
2021
|
December 17, 2021
|
|
Interest rate swaps valuation
|
|
0
|
2003
|
December 5, 2021
|
|
Basis in Currency Swap
|
|
0
|
1917
|
November 20, 2021
|
|
Cfa question , derivatives level 1
|
|
1
|
1788
|
October 27, 2021
|
|
What is the appropriate way to get FV and PV
|
|
1
|
1783
|
October 27, 2021
|
|
Why is OAS larger than Z-spread for PUts?
|
|
10
|
4371
|
October 17, 2021
|
|
Flatten / Invert Curves, Effect on Value of Options
|
|
3
|
2697
|
October 11, 2021
|
|
Confusing statement in Volume 5
|
|
1
|
1835
|
October 10, 2021
|
|
Black-Scholes Interpretation of d1 and d2
|
|
1
|
2099
|
October 8, 2021
|
|
Currency Swap - long vs. short
|
|
1
|
1936
|
October 6, 2021
|
|
Plotting forward curves
|
|
0
|
2015
|
September 21, 2021
|
|
Call options on bonds: Is the underlying the bond's clean or dirty price?
|
|
1
|
2557
|
September 17, 2021
|
|
Currency Swap Fixed Leg(s) Determination
|
|
3
|
2002
|
September 1, 2021
|
|
What is the point of a Credit Default Swap?
|
|
4
|
2093
|
August 31, 2021
|