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Reading 30: Page 376 Text Example Seems WRONG
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|
4
|
1139
|
October 25, 2017
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|
Duration hedge ratio for interest rate futures
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|
6
|
2944
|
September 15, 2017
|
|
types of barrier options
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|
3
|
1238
|
August 1, 2017
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|
Probability of profitable option position
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|
13
|
1792
|
July 30, 2017
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|
Hedging Current Exposure
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2
|
1294
|
June 1, 2017
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|
confused over 2008 exam AM #7 question
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2
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1141
|
June 1, 2017
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|
Duration swpation
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1
|
1054
|
June 1, 2017
|
|
Synthetic future contracts - white knight!
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|
6
|
1114
|
June 1, 2017
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|
CFAI morning exam Q2011 Q 8
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5
|
1165
|
June 1, 2017
|
|
formulae for different options- butterfly spread,straddle
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3
|
1200
|
May 31, 2017
|
|
Delta Over/Under Estimation
|
|
24
|
2716
|
May 31, 2017
|
|
collar day counting
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|
0
|
1026
|
May 31, 2017
|
|
VaR: positive results incorporation
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5
|
1113
|
May 31, 2017
|
|
Credit risk for an option call writer.
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|
3
|
1541
|
May 29, 2017
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|
futures eoc # 3
|
|
0
|
960
|
May 28, 2017
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|
Omega and Derivatives - Delta
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2
|
1034
|
May 27, 2017
|
|
Derivatives = Credit Risk (right?)
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3
|
983
|
May 27, 2017
|
|
Montero Topic Test and Interest rate swaps
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4
|
1017
|
May 27, 2017
|
|
Topic Test - Derivatives - Watanabe
|
|
3
|
994
|
May 26, 2017
|
|
Risk Management - Apollo Qset, VAR question
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2
|
990
|
May 25, 2017
|
|
risk budget
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|
5
|
1036
|
May 25, 2017
|
|
Application of Derivatives - Montero Q5/6
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|
4
|
1012
|
May 25, 2017
|
|
Fully Hedging vs Synthetic Cash
|
|
2
|
978
|
May 25, 2017
|
|
VAR issues
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|
3
|
984
|
May 24, 2017
|
|
Adding and removing synthetic call option
|
|
0
|
933
|
May 24, 2017
|
|
Need help on 2012 AM Q9 Part C
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|
4
|
909
|
May 22, 2017
|
|
CFA Online Mock PM 2017 Risk Management - Larsson
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|
4
|
1014
|
May 21, 2017
|
|
Reasons that Hedging is Not Perfect
|
|
11
|
2164
|
May 21, 2017
|
|
delta hedge
|
|
2
|
1053
|
May 19, 2017
|
|
Official mock harder than schweser mocks?
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|
16
|
1198
|
May 15, 2017
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