|
R17-Currency Management
|
|
11
|
2342
|
January 24, 2021
|
|
R16-Swaps, Forwards and Futures
|
|
7
|
2468
|
January 8, 2021
|
|
Reading 16 - EOC 3. Effective IR cost
|
|
4
|
2957
|
January 4, 2021
|
|
American-style credit spreads
|
|
8
|
2101
|
December 29, 2020
|
|
Reading 15 - Exhibit 8
|
|
22
|
2716
|
December 18, 2020
|
|
Covered Call Decrease Portofolio Delta and Gamma
|
|
10
|
2435
|
December 8, 2020
|
|
Monetary Tightening Impact of Currency Forwards vs. Capital Flows
|
|
3
|
1757
|
December 2, 2020
|
|
in 2014, textbook Reading 28, question 22
|
|
6
|
1725
|
December 2, 2020
|
|
Uncovered Interest Rate Parity, Carry Trades and Currency Management
|
|
2
|
2424
|
December 2, 2020
|
|
Is theta is the highest when the option is closer to maturity?
|
|
1
|
1654
|
December 2, 2020
|
|
R16 variance swap mark to market. typo or I'm stupid
|
|
1
|
2746
|
November 14, 2020
|
|
Narrow spread = positive change?
|
|
2
|
1526
|
November 8, 2020
|
|
Options and duration
|
|
5
|
4074
|
November 7, 2020
|
|
Tax Advantage of Equity Swaps
|
|
2
|
1592
|
November 5, 2020
|
|
Currency Hedging - discretionary accounts
|
|
2
|
2169
|
October 21, 2020
|
|
10-delta & 25-delta
|
|
2
|
3462
|
October 14, 2020
|
|
Derivatives- online TT
|
|
4
|
1729
|
October 4, 2020
|
|
Currency future
|
|
0
|
1878
|
October 3, 2020
|
|
Variance Swaps (help with equation)
|
|
3
|
2630
|
August 26, 2020
|
|
Derivatives-Option Strategies
|
|
2
|
1482
|
September 25, 2020
|
|
Future contracts' historic prices
|
|
0
|
1454
|
September 24, 2020
|
|
Short put and negative gamma
|
|
14
|
5931
|
September 24, 2020
|
|
Using the futures contract
|
|
5
|
1507
|
September 22, 2020
|
|
Cross currency basis
|
|
3
|
2788
|
September 21, 2020
|
|
Currency manager
|
|
3
|
1379
|
September 17, 2020
|
|
Calendar spread Mini-Case question; R15 page 281-282
|
|
0
|
1440
|
September 3, 2020
|
|
Currency forward negative roll yield (buy low sell high)
|
|
0
|
1919
|
September 10, 2020
|
|
Exchange rate depreciation
|
|
1
|
1485
|
September 9, 2020
|
|
Settlement Risk vs. Credit Risk
|
|
21
|
4902
|
September 8, 2020
|
|
Harlow Choate case - FI-credit
|
|
3
|
1582
|
September 7, 2020
|