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Currency Risk Management: Matched and Mismatched Near/Far legs of FX Swaps
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|
11
|
5829
|
October 17, 2023
|
|
Return (Domestic CCY)
|
|
4
|
1770
|
August 28, 2023
|
|
Simple explanation of Currency Roll Yield?
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|
13
|
6113
|
August 13, 2023
|
|
Kamiko Watanabe Case Scenario (Derivatives) CFAI Topic test
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3
|
2130
|
August 12, 2023
|
|
CFA Society Boston Level III 2023 Practice Exam A Bull Spread with Puts
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|
2
|
1909
|
July 24, 2023
|
|
Federal fund rate cut probabilities
|
|
1
|
3093
|
July 1, 2023
|
|
Example 6 Alternative Hedging Strategies
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|
10
|
3857
|
June 18, 2023
|
|
Effective Interest Rate - future Loan hedged with futures
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|
0
|
1624
|
June 13, 2023
|
|
Mismatched FX swap
|
|
6
|
6727
|
June 4, 2023
|
|
Negative versus Positive Cross Currency Basis
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|
11
|
8777
|
March 27, 2023
|
|
Calendar Spread Time Value without Theta?
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|
1
|
1859
|
March 26, 2023
|
|
Variance swap: payoff vs gain
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|
2
|
2343
|
January 29, 2023
|
|
Cross hedges example 8 - Reading 10 Currency Management
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|
4
|
3339
|
January 8, 2023
|
|
Matched/Mismatched FX Swaps
|
|
4
|
4612
|
January 8, 2023
|
|
When to use moneyness of 90%
|
|
0
|
1483
|
December 26, 2022
|
|
ASW and I Spread- Difference and Similarity
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|
9
|
13052
|
December 11, 2022
|
|
Option dates meaning
|
|
0
|
1695
|
December 11, 2022
|
|
Currency Beta Vs Currency Alpha
|
|
1
|
1798
|
December 4, 2022
|
|
Negative vs Positive Carry Trade
|
|
4
|
1849
|
November 18, 2022
|
|
Straddle pre-expiry gain in value
|
|
2
|
1901
|
October 15, 2022
|
|
Positive and Negative Basis in the currency swap
|
|
2
|
2334
|
October 3, 2022
|
|
Multiplier of futures contracts
|
|
9
|
15317
|
March 6, 2019
|
|
Negative Cross Currency Basis Swap - By JP Morgan
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|
16
|
7827
|
August 28, 2022
|
|
CLO VS CDO and sensitivity to spread
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|
4
|
2327
|
August 23, 2022
|
|
Delta Short Call
|
|
3
|
1968
|
August 15, 2022
|
|
Derivative Put call Parity
|
|
5
|
2104
|
August 9, 2022
|
|
CDS CFA Level 3 - Errata on Change in CDS Prices
|
|
3
|
4498
|
July 20, 2022
|
|
Managed Futures and Positive Skewness
|
|
4
|
4061
|
June 25, 2022
|
|
Variance and Vega notional relation
|
|
5
|
7023
|
May 29, 2022
|
|
Derivatives seagull structure- not understanding
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|
6
|
3043
|
May 29, 2022
|