|
About Derivatives for the Level III CFA Exam
|
|
1
|
169
|
February 10, 2020
|
|
CDS ISDA (Quoted) spread vs Par (Running) spread
|
|
1
|
10
|
June 3, 2020
|
|
Carry Trade Sonia Alexis - Implied Forward Rate
|
|
3
|
70
|
May 24, 2020
|
|
Currency terminology Q
|
|
3
|
33
|
May 22, 2020
|
|
Options
|
|
12
|
238
|
April 11, 2020
|
|
Variance swap
|
|
22
|
353
|
March 29, 2020
|
|
Currency hedge
|
|
10
|
278
|
March 10, 2020
|
|
Thetas for In The Money Call Options
|
|
2
|
278
|
March 8, 2020
|
|
Life insurance Needs calculation process
|
|
4
|
189
|
January 27, 2020
|
|
Risk
|
|
3
|
191
|
December 27, 2019
|
|
How to calculate properly FX returns ( EUR/USD)
|
|
3
|
174
|
December 26, 2019
|
|
Duration of pay fixed receive floating swap
|
|
6
|
191
|
December 26, 2019
|
|
EUR-USD swap quote
|
|
3
|
173
|
November 16, 2019
|
|
Reading 16 - BB 9. Mistake?
|
|
2
|
216
|
November 3, 2019
|
|
Why is collecting beta a good thing?
|
|
11
|
172
|
October 28, 2019
|
|
Contango/Backwardization
|
|
3
|
220
|
October 24, 2019
|
|
Reading 15 - Exhibit 8
|
|
8
|
227
|
October 3, 2019
|
|
Hedging increase in equity volatility
|
|
2
|
215
|
September 29, 2019
|
|
Reading 16 - EOC 7 - No idea?!? Think many people will ask here.
|
|
1
|
219
|
September 26, 2019
|
|
Buyer call option and Vendor put option on Remaining MI of 20%
|
|
1
|
176
|
September 19, 2019
|
|
Options -- BB1
|
|
2
|
173
|
September 16, 2019
|
|
Earning Risk Free Rate
|
|
9
|
184
|
June 13, 2019
|
|
Synthetic Equities and Cash
|
|
8
|
195
|
June 13, 2019
|
|
Calculating hedged return when risk-free rates given, need help with inconsistent treatments
|
|
3
|
187
|
June 13, 2019
|
|
Collar: Max Profit
|
|
3
|
208
|
June 12, 2019
|
|
VAR
|
|
3
|
174
|
June 11, 2019
|
|
which VaR smaller?
|
|
4
|
184
|
June 10, 2019
|
|
Question 46 - MM Mock PM #3
|
|
3
|
177
|
June 2, 2019
|
|
Option hedging
|
|
2
|
171
|
June 1, 2019
|
|
Credit Risk Exposure for forwards
|
|
4
|
205
|
May 31, 2019
|
