|
choosing the duration of a swap
|
|
2
|
822
|
April 27, 2013
|
|
who can really remember all the formulas.....
|
|
6
|
1045
|
April 27, 2013
|
|
Why delta hedge at all to earn Rf?
|
|
9
|
894
|
April 26, 2013
|
|
synthetic T-Bill
|
|
12
|
1627
|
April 25, 2013
|
|
Currency forward valuation at time t
|
|
3
|
4389
|
April 24, 2013
|
|
(Ref-LOS 35.a from Schweser) Confused with the future return calculation
|
|
4
|
922
|
April 21, 2013
|
|
Reducing portfolio beta to zero and earning the risk-free rate (LOS 36.c vs LOS 36.a)
|
|
4
|
1045
|
April 21, 2013
|
|
Currency Risk Management
|
|
11
|
901
|
April 20, 2013
|
|
Basis Risk
|
|
2
|
864
|
April 20, 2013
|
|
Traps in calculating the credit risk of a currency forward contract
|
|
3
|
1014
|
April 14, 2013
|
|
CFAI EOC Chapter 36 # 3c - synthetic cash
|
|
2
|
989
|
April 14, 2013
|
|
reduce bond exposure
|
|
3
|
933
|
April 13, 2013
|
|
Currency Risk Management
|
|
11
|
1053
|
April 12, 2013
|
|
delta hedging
|
|
3
|
1004
|
April 11, 2013
|
|
Query regarding formula for creating synthetic equity position
|
|
4
|
1059
|
March 26, 2013
|
|
Schweser VAR question
|
|
3
|
942
|
March 25, 2013
|
|
Notations Nightmare
|
|
1
|
845
|
March 23, 2013
|
|
Currency quotations HELP PLEASE!
|
|
11
|
1356
|
March 18, 2013
|
|
Guideline answers fully write out the formula
|
|
2
|
838
|
March 4, 2013
|
|
Delta hedging
|
|
6
|
863
|
March 4, 2013
|
|
cfa volume 5 example 9 page 351
|
|
6
|
873
|
March 1, 2013
|
|
Which exchange rate to use? Schweser B4 pg 115 example
|
|
7
|
1013
|
February 16, 2013
|
|
Reading #37 - Rick Management Applications of Options Strategies
|
|
3
|
888
|
February 14, 2013
|
|
Currency Translation Risk - Example of p. 116 Schweser Book 4
|
|
16
|
914
|
February 2, 2013
|
|
hedging of currency risk
|
|
3
|
876
|
January 7, 2013
|
|
VAR interpretation
|
|
0
|
935
|
January 6, 2013
|
|
Calculating risk using max loss and asset correlations
|
|
6
|
948
|
December 17, 2012
|
|
Option Forumulas
|
|
10
|
892
|
October 24, 2012
|
|
How to discount bonds in HTM portfolio to calculate PV100.
|
|
7
|
1526
|
July 30, 2012
|
|
Why is VaR proportional to square root of time?
|
|
3
|
2050
|
July 24, 2012
|