|
Duration of Fixed Rate Swap - Assume 0.75 x N?
|
|
14
|
3266
|
May 29, 2013
|
|
Synthetically creating risk/return profile
|
|
5
|
1178
|
May 27, 2013
|
|
2009 PM Mock #52
|
|
2
|
812
|
May 26, 2013
|
|
EOC Reading 35 Q5
|
|
3
|
850
|
May 25, 2013
|
|
Hedging Currency Risk with Options (Reading 35, Problem 7)
|
|
2
|
1031
|
May 25, 2013
|
|
Currency Hedging
|
|
2
|
920
|
May 25, 2013
|
|
Swap duration
|
|
9
|
1031
|
May 24, 2013
|
|
Schweser Practice Exam Volume 2, Exam 1 Q50 PM
|
|
3
|
897
|
May 23, 2013
|
|
CFAI 2011 AM Exam
|
|
0
|
839
|
May 23, 2013
|
|
2011 mock exam Q 39
|
|
20
|
978
|
May 23, 2013
|
|
delta hedging exam 2 afternoon session q44
|
|
6
|
908
|
May 23, 2013
|
|
Put options Vs Futures for hedging
|
|
4
|
921
|
May 22, 2013
|
|
2010 CFAi AM Q7B
|
|
1
|
883
|
May 22, 2013
|
|
Basis risk (with Interest rate parity)
|
|
2
|
827
|
May 22, 2013
|
|
put options delta hedging
|
|
4
|
1118
|
May 21, 2013
|
|
2009 AM CFAI morning exam Q 9 B Put option credit risk
|
|
7
|
1009
|
May 20, 2013
|
|
Question Re: Swap Strategies
|
|
2
|
876
|
May 19, 2013
|
|
Swap for leveraged floating-rate notes (Reading 38)
|
|
16
|
1186
|
May 15, 2013
|
|
Calculation of portfolio beta and duration
|
|
2
|
1265
|
May 12, 2013
|
|
2012 AM session, question 8: needlessly convoluted solution
|
|
25
|
1088
|
May 11, 2013
|
|
Kalton's forward position with London Securities House
|
|
1
|
870
|
May 11, 2013
|
|
2013 Mock – Q 15.
|
|
5
|
867
|
May 7, 2013
|
|
Forwards and Futures strategies- creating equity out of cash
|
|
3
|
1330
|
May 7, 2013
|
|
Bear put spread vs bear call spread
|
|
2
|
1001
|
May 6, 2013
|
|
Swap Duration
|
|
2
|
997
|
May 5, 2013
|
|
range of commodity futures no-arbitrage prices
|
|
5
|
1110
|
May 2, 2013
|
|
Currency Risk Managament
|
|
2
|
886
|
May 2, 2013
|
|
CFAI vol 5 pg 301 #7, options on calls
|
|
4
|
859
|
April 30, 2013
|
|
Equity Collar
|
|
12
|
923
|
April 30, 2013
|
|
Swaps - Day count. Convention
|
|
2
|
887
|
April 29, 2013
|