|
Short Straddle
|
|
10
|
1147
|
March 28, 2017
|
|
Variance-Covariance VaR
|
|
2
|
961
|
March 27, 2017
|
|
Creating Cash out of Equity
|
|
5
|
957
|
March 27, 2017
|
|
CFAI online tests Derivatives - Omega
|
|
9
|
1070
|
March 27, 2017
|
|
Total VaR by unit
|
|
1
|
1322
|
March 26, 2017
|
|
swaps
|
|
8
|
1015
|
March 26, 2017
|
|
Clarification needed on a ex post beta sentence
|
|
7
|
1454
|
March 26, 2017
|
|
bookmarks
|
|
0
|
1014
|
March 19, 2017
|
|
Swap Durations
|
|
8
|
1019
|
March 15, 2017
|
|
Duration of a swap
|
|
5
|
2166
|
March 5, 2017
|
|
Interest rate swap
|
|
1
|
949
|
March 5, 2017
|
|
Which swap to use to change bond portfolio duration
|
|
5
|
1146
|
March 3, 2017
|
|
(Interest Rate Option) why do we need to borrow the premium of the call instead of buying it directly?
|
|
4
|
932
|
February 26, 2017
|
|
Potential credit risk of forward contract
|
|
4
|
1278
|
February 26, 2017
|
|
derivatives question
|
|
9
|
920
|
February 23, 2017
|
|
Los 26b synthetic positions
|
|
2
|
943
|
February 19, 2017
|
|
Option formulae
|
|
4
|
1107
|
February 18, 2017
|
|
Schweser Covered Call Profit Profile Issue
|
|
1
|
1014
|
February 18, 2017
|
|
reading 28 bluebox 5 - yen/euro swap
|
|
0
|
925
|
February 18, 2017
|
|
Question on Compounding premium of Interest rate option
|
|
2
|
916
|
February 15, 2017
|
|
VAR and E(R)
|
|
6
|
1366
|
February 12, 2017
|
|
Performance Netting Risk
|
|
1
|
1716
|
February 7, 2017
|
|
Reading 28 - RM of Swaps chapter
|
|
1
|
876
|
January 14, 2017
|
|
Credit Risk of Swaps
|
|
2
|
1008
|
January 7, 2017
|
|
Reading 25-Risk Management Practice problem 16
|
|
0
|
882
|
January 6, 2017
|
|
Converting foreign cash receipts
|
|
3
|
884
|
December 27, 2016
|
|
Delta hedge example
|
|
1
|
913
|
December 25, 2016
|
|
Bull Bear Spread
|
|
5
|
1318
|
December 23, 2016
|
|
Collar and Butterfly
|
|
1
|
904
|
December 19, 2016
|
|
VaR and expected return
|
|
3
|
1049
|
December 18, 2016
|