|
discounting
|
|
3
|
888
|
March 27, 2017
|
|
Derivative strategies
|
|
15
|
1332
|
March 26, 2017
|
|
Derivatives - Struggling with Cross Currency Swaps!
|
|
3
|
1878
|
March 25, 2017
|
|
Derivatives- Swap Pricing
|
|
3
|
1061
|
March 21, 2017
|
|
call value with one period binomial model
|
|
7
|
1169
|
March 17, 2017
|
|
FRA interpolation
|
|
4
|
1384
|
March 13, 2017
|
|
Forward parity arbitrage
|
|
3
|
1031
|
March 8, 2017
|
|
Is swaptions covered anywhere in 2017 Derivatives curriculum?
|
|
1
|
969
|
March 6, 2017
|
|
One Period Binomial Model
|
|
2
|
998
|
March 4, 2017
|
|
Swap Question
|
|
1
|
1006
|
March 3, 2017
|
|
Hazard rate impact on premium/protection leg
|
|
2
|
1115
|
March 3, 2017
|
|
Derivatives - Equity Index SWAP
|
|
3
|
930
|
February 28, 2017
|
|
Currency Swap, fixed rate use annualized or periodic rate?
|
|
4
|
990
|
February 26, 2017
|
|
Derivatives - Black Scholes Merton Model
|
|
2
|
1069
|
February 26, 2017
|
|
The Greeks
|
|
0
|
1004
|
February 22, 2017
|
|
If forward price > K (delivery price) and we are long, then V>0 and if fwd price < K while we are long, then V<0.
|
|
5
|
893
|
February 17, 2017
|
|
Currency Forwards
|
|
1
|
851
|
February 17, 2017
|
|
Higher dividends - hedging put option
|
|
0
|
894
|
February 16, 2017
|
|
Bond future
|
|
1
|
851
|
February 16, 2017
|
|
Intuition behind borrowing the profit today (payoff*e^-rT) from long short or short long.
|
|
1
|
926
|
February 14, 2017
|
|
Why carry benefit will lower the value of call?
|
|
2
|
1271
|
February 13, 2017
|
|
Underlying purchase, forward sell. Explain?
|
|
3
|
867
|
February 13, 2017
|
|
Synthetic Long Asset vs put-call parity
|
|
3
|
1282
|
February 13, 2017
|
|
Bond forward
|
|
2
|
892
|
February 11, 2017
|
|
FRA Value Discounting
|
|
0
|
1095
|
January 31, 2017
|
|
Futures cash&carry arbitrage
|
|
1
|
896
|
January 28, 2017
|
|
Derivitive cash flows and discounting
|
|
5
|
943
|
January 25, 2017
|
|
options strategy
|
|
3
|
836
|
January 24, 2017
|
|
option on future contract
|
|
1
|
949
|
January 24, 2017
|
|
EOC Questions in Derivatives
|
|
4
|
977
|
January 23, 2017
|