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CFAI L3 derivatives Q on vega
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1
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1549
|
October 3, 2021
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Long collar / Short collar
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8
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2129
|
September 28, 2021
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Debit Balance or Credit Balance?
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1
|
1449
|
September 14, 2021
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Vol 3 page 329 solution 3
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3
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2520
|
September 8, 2021
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CFA 3, Example 6 re long seagull spread, Reading 17 Currency mgmt
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3
|
1811
|
September 7, 2021
|
|
Basis traders looking for arbitrage (Bond futures)
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3
|
2556
|
September 3, 2021
|
|
Interest Rate Option: Cap and Floor
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3
|
1632
|
August 29, 2021
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Volatility skew, smile, smirk
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7
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2423
|
August 29, 2021
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|
Long straddle
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3
|
1723
|
August 27, 2021
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Does the floating-rate receiver work to hedge against rises in interest rate?
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5
|
1395
|
August 26, 2021
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Variance strike
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3
|
1417
|
August 26, 2021
|
|
Pavonia Case - LDI - Interest Rate Hedging - CFAI Mock
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7
|
1529
|
August 25, 2021
|
|
Why is it that Gamma is always positive
|
|
5
|
3215
|
August 25, 2021
|
|
Use of derivatives to infer market expectations(Reading 16 EOC Q10)
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2
|
2589
|
August 21, 2021
|
|
Duration of a call option
|
|
14
|
5849
|
July 27, 2021
|
|
Entering Swap and changes in duration
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6
|
1800
|
July 22, 2021
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Rd 16 BB 3
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3
|
1677
|
July 10, 2021
|
|
Derivatives question from CFA Soc Boston 2021 Practice Exam (afternoon, question 24)
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4
|
2501
|
May 30, 2021
|
|
Bull Put Spread Break even
|
|
6
|
1894
|
May 30, 2021
|
|
Net BPV of a Swap
|
|
2
|
1971
|
May 27, 2021
|
|
Calendar spreads - short call and long put
|
|
4
|
2062
|
May 23, 2021
|
|
Boston 2021 - Question 23 Derivatives and Currency Management
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4
|
1739
|
May 23, 2021
|
|
Derivatives - volatility skew and volatility smile
|
|
12
|
5803
|
May 23, 2021
|
|
Seagulls
|
|
3
|
2112
|
May 23, 2021
|
|
Call/Put options in hedging Currency exposures
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|
3
|
1690
|
May 17, 2021
|
|
Prepaid Variable Forwards
|
|
24
|
5425
|
May 11, 2021
|
|
Currency Hedge Question from CFAI Practice?
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|
1
|
1891
|
May 11, 2021
|
|
Exploiting the Forward Rate Bias
|
|
1
|
1675
|
May 5, 2021
|
|
Derivative Question from Mock Exam 2012
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|
7
|
1880
|
May 4, 2021
|
|
Contribution Foreign Currency - CFA Mock
|
|
1
|
2242
|
May 1, 2021
|