|
Duration hedge ratio for interest rate futures
|
|
6
|
2719
|
September 15, 2017
|
|
types of barrier options
|
|
3
|
1206
|
August 1, 2017
|
|
Probability of profitable option position
|
|
13
|
1594
|
July 30, 2017
|
|
Hedging Current Exposure
|
|
2
|
1252
|
June 1, 2017
|
|
confused over 2008 exam AM #7 question
|
|
2
|
1113
|
June 1, 2017
|
|
Duration swpation
|
|
1
|
1025
|
June 1, 2017
|
|
Synthetic future contracts - white knight!
|
|
6
|
1058
|
June 1, 2017
|
|
CFAI morning exam Q2011 Q 8
|
|
5
|
1128
|
June 1, 2017
|
|
formulae for different options- butterfly spread,straddle
|
|
3
|
1166
|
May 31, 2017
|
|
Delta Over/Under Estimation
|
|
24
|
2515
|
May 31, 2017
|
|
collar day counting
|
|
0
|
994
|
May 31, 2017
|
|
VaR: positive results incorporation
|
|
5
|
1080
|
May 31, 2017
|
|
Credit risk for an option call writer.
|
|
3
|
1456
|
May 29, 2017
|
|
futures eoc # 3
|
|
0
|
929
|
May 28, 2017
|
|
Omega and Derivatives - Delta
|
|
2
|
990
|
May 27, 2017
|
|
Derivatives = Credit Risk (right?)
|
|
3
|
947
|
May 27, 2017
|
|
Montero Topic Test and Interest rate swaps
|
|
4
|
972
|
May 27, 2017
|
|
Topic Test - Derivatives - Watanabe
|
|
3
|
959
|
May 26, 2017
|
|
Risk Management - Apollo Qset, VAR question
|
|
2
|
946
|
May 25, 2017
|
|
risk budget
|
|
5
|
991
|
May 25, 2017
|
|
Application of Derivatives - Montero Q5/6
|
|
4
|
974
|
May 25, 2017
|
|
Fully Hedging vs Synthetic Cash
|
|
2
|
938
|
May 25, 2017
|
|
VAR issues
|
|
3
|
945
|
May 24, 2017
|
|
Adding and removing synthetic call option
|
|
0
|
905
|
May 24, 2017
|
|
Need help on 2012 AM Q9 Part C
|
|
4
|
867
|
May 22, 2017
|
|
CFA Online Mock PM 2017 Risk Management - Larsson
|
|
4
|
981
|
May 21, 2017
|
|
Reasons that Hedging is Not Perfect
|
|
11
|
2020
|
May 21, 2017
|
|
delta hedge
|
|
2
|
1000
|
May 19, 2017
|
|
Official mock harder than schweser mocks?
|
|
16
|
1092
|
May 15, 2017
|
|
Yield Beta Calculation- RM of Futures and Forwards
|
|
4
|
1299
|
May 13, 2017
|