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Estimating the Value of a Euro- Bund Forward Position
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|
3
|
1908
|
August 18, 2020
|
|
Currency Swaps - pricing
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|
5
|
1648
|
August 15, 2020
|
|
Valuing FRA
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|
2
|
2728
|
July 23, 2020
|
|
Floating Rate Decreases Portfolio Duration vs Fixed Rate
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3
|
1669
|
July 12, 2020
|
|
Finding delta from gamma
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12
|
2501
|
June 28, 2020
|
|
Arbitrage Profit on Bond Futures Contract
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|
14
|
3920
|
June 21, 2020
|
|
Fixed income forward contract
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0
|
1502
|
June 19, 2020
|
|
Derivatives Delta Hedge
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|
7
|
1952
|
June 7, 2020
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One Period Binomial Option pg 382 Ex1
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3
|
1336
|
June 4, 2020
|
|
Option Adjusted spread : CFAI question
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5
|
1688
|
May 22, 2020
|
|
Black Model to value interest rate options
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5
|
3271
|
May 19, 2020
|
|
Spot and Forward rate
|
|
5
|
1714
|
May 10, 2020
|
|
Impact of Dividends on dynamically managed portfolio - BSM
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|
2
|
2105
|
April 11, 2020
|
|
ISDA CDS Coupons 100 vs 500
|
|
1
|
2376
|
April 9, 2020
|
|
Interest Rate Swap (Question)
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|
1
|
2225
|
March 23, 2020
|
|
Options Question
|
|
10
|
1714
|
February 9, 2020
|
|
AI on bond futures
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|
1
|
2334
|
January 22, 2020
|
|
Derivatives- Value of the bond futures
|
|
3
|
1575
|
January 22, 2020
|
|
Synthetic cash
|
|
1
|
1452
|
November 17, 2019
|
|
2020 derivatives strategies removal
|
|
18
|
2514
|
August 27, 2019
|
|
Interest Rate Swap Valuation
|
|
2
|
1478
|
August 5, 2019
|
|
Derivatives
|
|
11
|
1325
|
July 27, 2019
|
|
derivatives
|
|
3
|
1289
|
July 9, 2019
|
|
Derivatives- Interest rate options
|
|
4
|
1371
|
June 27, 2019
|
|
Derivative Equivalency (see so many of these on mocks!)
|
|
2
|
1323
|
June 13, 2019
|
|
Related to Mock Exam A, Afternoon Session - Derivatives "Madafi Case scenario"
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|
1
|
1888
|
June 12, 2019
|
|
Arbitrage profit using Delts hedging.
|
|
0
|
1466
|
June 12, 2019
|
|
Protective put
|
|
6
|
1578
|
June 10, 2019
|
|
Currency Swap Fixed USD receiver, Floating EUR payer question
|
|
2
|
1842
|
June 9, 2019
|
|
Hedging with options on Eurodollar futures
|
|
0
|
1387
|
June 7, 2019
|