|
Double hedging strategy
|
|
1
|
1583
|
May 11, 2019
|
|
Settlement Risk vs. Credit Risk R31 P. 142-144
|
|
2
|
1180
|
May 10, 2019
|
|
Risk Mgmt of Forward & Futures - EOC Q8 - Synthetic Cash
|
|
0
|
1025
|
May 5, 2019
|
|
Why are equity market neutral strategies relative value strategies?
|
|
1
|
1526
|
May 3, 2019
|
|
CFAI Derivatives practice problem - Anna Lehigh case
|
|
3
|
1195
|
April 26, 2019
|
|
Delta hedging
|
|
1
|
1195
|
April 25, 2019
|
|
Collar expiration
|
|
1
|
1163
|
April 25, 2019
|
|
synthetic EQ
|
|
1
|
1184
|
April 25, 2019
|
|
Why do currency swaps require the exchange of notionals / principals
|
|
3
|
1369
|
April 23, 2019
|
|
bull & bear spreads
|
|
10
|
1520
|
April 23, 2019
|
|
Synthetic Positions
|
|
0
|
1361
|
April 21, 2019
|
|
Risk control of bottom up approach
|
|
1
|
1406
|
April 19, 2019
|
|
Financial capital
|
|
4
|
1302
|
April 19, 2019
|
|
Duration for a borrower
|
|
4
|
1281
|
April 18, 2019
|
|
Creating Equity out of Cash
|
|
2
|
1334
|
April 14, 2019
|
|
effective annual rate of call/put option
|
|
2
|
1041
|
April 12, 2019
|
|
Delta Hedging - Short Option
|
|
4
|
3057
|
April 11, 2019
|
|
Futures Contracts
|
|
0
|
954
|
April 9, 2019
|
|
Risk Management Reading 31 EOC #12
|
|
2
|
947
|
April 9, 2019
|
|
value at risk Q
|
|
1
|
940
|
April 9, 2019
|
|
Collar Question
|
|
5
|
1036
|
April 6, 2019
|
|
FRA
|
|
2
|
1138
|
April 5, 2019
|
|
QUICK swap question
|
|
5
|
1113
|
April 4, 2019
|
|
Inverse floater
|
|
3
|
1197
|
April 4, 2019
|
|
rate cap
|
|
3
|
1158
|
April 3, 2019
|
|
Upper Breakeven of Butterfly using Calls
|
|
10
|
1381
|
April 1, 2019
|
|
Collar: Change in the profit of the collar..
|
|
4
|
1355
|
April 1, 2019
|
|
Prepaid Variable Forward
|
|
2
|
1483
|
April 1, 2019
|
|
taxation of options
|
|
1
|
1318
|
April 1, 2019
|
|
stylized scenarios vs factor push
|
|
1
|
1583
|
March 31, 2019
|