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Why do I have to reduce the duration of the portfolio when expecting the interest rates to rise?
|
|
2
|
1399
|
June 5, 2019
|
|
Calculating value of a short position in a fixed income security.
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|
1
|
1268
|
June 5, 2019
|
|
Actual put option values vs. Delta-estimated put option values
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|
1
|
1352
|
June 2, 2019
|
|
Please check if I correctly calculate the swap fixed rate!
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0
|
1329
|
June 2, 2019
|
|
L2 CFA Mock 2019 A Q39
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|
3
|
3460
|
June 1, 2019
|
|
Hannes Messer Case
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|
3
|
2353
|
June 1, 2019
|
|
calender spread, capture time value
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|
0
|
1297
|
May 31, 2019
|
|
Arbitrage opportunity
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|
2
|
1455
|
May 30, 2019
|
|
Synthetic position
|
|
8
|
2575
|
May 27, 2019
|
|
Floor rate on floating rate note
|
|
1
|
1190
|
May 26, 2019
|
|
Swaptions
|
|
3
|
2508
|
May 23, 2019
|
|
Portfolio Duration Strategy
|
|
1
|
1297
|
May 17, 2019
|
|
Derivative Strategies
|
|
10
|
1286
|
May 15, 2019
|
|
Derivatives Question
|
|
4
|
2212
|
May 12, 2019
|
|
Derivatives - Swaptions
|
|
1
|
1360
|
May 11, 2019
|
|
Why PV in derivative is negative?
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|
1
|
1353
|
May 8, 2019
|
|
What is Portfolio Delta
|
|
0
|
1084
|
May 7, 2019
|
|
Theta value for deep in the money calls?
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|
4
|
3359
|
May 2, 2019
|
|
Floating Rate Note
|
|
6
|
1051
|
April 28, 2019
|
|
Difference between N(d1) and N(d2)
|
|
4
|
5359
|
April 27, 2019
|
|
Equity Forward Valuation question from CFAI EOC
|
|
0
|
1081
|
April 25, 2019
|
|
Derivatives
|
|
0
|
974
|
April 24, 2019
|
|
Why do we subtract AI(T) when computing Fo(T) of bond futures
|
|
1
|
1106
|
April 21, 2019
|
|
A bond is trading at $1044 includes accrual interest, 120 day forward contract, coupon payment- 98 days from n. Forward price=?
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|
1
|
1268
|
April 9, 2019
|
|
Forward contract after initiation - no arbitrage price
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|
2
|
1394
|
April 3, 2019
|
|
Call Replicating Portfolio
|
|
2
|
1377
|
March 26, 2019
|
|
Option Strategy Formulae - Approach
|
|
3
|
1393
|
March 16, 2019
|
|
Forward vs. Future Prices
|
|
6
|
3354
|
March 12, 2019
|
|
Delta
|
|
4
|
1853
|
March 10, 2019
|
|
Max profit at expiry of collar
|
|
2
|
975
|
March 5, 2019
|