|
About Derivatives for the Level III CFA Exam
|
|
0
|
1280
|
February 10, 2020
|
|
Negative Cross Currency Basis Swap - By JP Morgan
|
|
16
|
3132
|
August 28, 2022
|
|
CLO VS CDO and sensitivity to spread
|
|
4
|
286
|
August 23, 2022
|
|
Delta Short Call
|
|
3
|
370
|
August 15, 2022
|
|
Derivative Put call Parity
|
|
5
|
399
|
August 9, 2022
|
|
R10 EOC qn 34: Currency Management Rosario Delgado item set
|
|
11
|
1706
|
July 23, 2022
|
|
CDS CFA Level 3 - Errata on Change in CDS Prices
|
|
3
|
1472
|
July 20, 2022
|
|
Managed Futures and Positive Skewness
|
|
4
|
1870
|
June 25, 2022
|
|
ASW and I Spread- Difference and Similarity
|
|
5
|
2905
|
June 12, 2022
|
|
Variance and Vega notional relation
|
|
5
|
1047
|
May 29, 2022
|
|
Derivatives seagull structure- not understanding
|
|
6
|
1140
|
May 29, 2022
|
|
2022 Boston Mock B - Derivatives - Straddle - on same strike?
|
|
3
|
886
|
May 25, 2022
|
|
CDS premiums
|
|
8
|
1075
|
May 22, 2022
|
|
Profits when rates rise
|
|
5
|
965
|
May 22, 2022
|
|
Protective put question not getting it
|
|
3
|
873
|
May 20, 2022
|
|
Offsetting CDS positions
|
|
3
|
1306
|
May 18, 2022
|
|
Example 6 Alternative Hedging Strategies
|
|
5
|
1001
|
May 16, 2022
|
|
Losses capped at premium for both receiver and payer swaption?
|
|
2
|
1067
|
May 7, 2022
|
|
Derivatives Swaps, Forwards & Futures
|
|
4
|
1314
|
May 5, 2022
|
|
Implied volatility strategies
|
|
2
|
1140
|
May 3, 2022
|
|
Reading 10 ( currency management) example 7- Cross Hedges -
|
|
1
|
1099
|
May 1, 2022
|
|
Trading the forward rate bias
|
|
17
|
4244
|
May 1, 2022
|
|
Depreciation or appreciation?
|
|
1
|
1075
|
May 1, 2022
|
|
Domestic and foreign curency return
|
|
2
|
2100
|
April 26, 2022
|
|
Rolling a mismatched FX swap when the forward leg is less than the spot leg
|
|
2
|
1180
|
April 17, 2022
|
|
Mismatched FX swap
|
|
5
|
2779
|
April 16, 2022
|
|
Swaptions
|
|
19
|
2585
|
April 10, 2022
|
|
Bear flattening impact on carry trade
|
|
7
|
1848
|
April 9, 2022
|
|
Contango confusion in mock exam
|
|
2
|
1245
|
April 8, 2022
|
|
Mock exam currency forward question
|
|
2
|
1167
|
April 5, 2022
|
