|
About Derivatives for the Level III CFA Exam
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|
0
|
581
|
February 10, 2020
|
|
Inter market Trade : Forward currency hedge
|
|
1
|
34
|
October 27, 2021
|
|
Derivatives for over concentrated position
|
|
5
|
102
|
October 20, 2021
|
|
Matched/Mismatched FX Swaps
|
|
3
|
180
|
October 15, 2021
|
|
Implied fwd rates L3
|
|
3
|
167
|
October 15, 2021
|
|
Asset allocation - hedging currency exposure
|
|
4
|
1030
|
October 11, 2021
|
|
Cash Equitization
|
|
3
|
280
|
October 7, 2021
|
|
BPV of CTD calculation and Principal invoice amount calculation
|
|
0
|
231
|
October 4, 2021
|
|
Contingent Convertibles (CoCos) - TYPE IV Liability
|
|
7
|
281
|
October 3, 2021
|
|
Bear call spread and Bull put spread
|
|
6
|
563
|
October 3, 2021
|
|
CFAI L3 derivatives Q on vega
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|
1
|
221
|
October 3, 2021
|
|
Long collar / Short collar
|
|
8
|
802
|
September 28, 2021
|
|
Debit Balance or Credit Balance?
|
|
1
|
329
|
September 14, 2021
|
|
Vol 3 page 329 solution 3
|
|
3
|
1432
|
September 8, 2021
|
|
CFA 3, Example 6 re long seagull spread, Reading 17 Currency mgmt
|
|
3
|
430
|
September 7, 2021
|
|
Basis traders looking for arbitrage (Bond futures)
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|
3
|
429
|
September 3, 2021
|
|
Interest Rate Option: Cap and Floor
|
|
3
|
477
|
August 29, 2021
|
|
Volatility skew, smile, smirk
|
|
7
|
501
|
August 29, 2021
|
|
Long straddle
|
|
3
|
507
|
August 27, 2021
|
|
Does the floating-rate receiver work to hedge against rises in interest rate?
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|
5
|
446
|
August 26, 2021
|
|
Variance strike
|
|
3
|
428
|
August 26, 2021
|
|
Pavonia Case - LDI - Interest Rate Hedging - CFAI Mock
|
|
7
|
439
|
August 25, 2021
|
|
Why is it that Gamma is always positive
|
|
5
|
462
|
August 25, 2021
|
|
Use of derivatives to infer market expectations(Reading 16 EOC Q10)
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|
2
|
465
|
August 21, 2021
|
|
Duration of a call option
|
|
14
|
2392
|
July 27, 2021
|
|
Entering Swap and changes in duration
|
|
6
|
557
|
July 22, 2021
|
|
Rd 16 BB 3
|
|
3
|
639
|
July 10, 2021
|
|
Derivatives question from CFA Soc Boston 2021 Practice Exam (afternoon, question 24)
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|
4
|
1088
|
May 30, 2021
|
|
Bull Put Spread Break even
|
|
6
|
914
|
May 30, 2021
|
|
Mismatched FX swap
|
|
3
|
887
|
May 28, 2021
|
