P1.T3. Financial Market & Products

Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds
A
Financial Markets and Products, Chapter 5, EOC 5.15 and 5.16
Replies
1
Views
2
Sixcarbs
Sixcarbs
David Harper CFA FRM
P1.T3.21.14. Tailing the hedge
Replies
8
Views
341
NChau1081
NChau1081
David Harper CFA FRM
L1.T3.152. Basis risk (Hull)
2
Replies
39
Views
929
NChau1081
NChau1081
Nicole Seaman
P1.T3.21.13. Using futures to hedge
Replies
12
Views
203
NChau1081
NChau1081
Nicole Seaman
P1.T3.23.4. Mortgage backed securities (MBS) and dollar rolls
Replies
2
Views
22
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
P1.T3.21.2. Investment banks
Replies
10
Views
313
ASING3038
A
Nicole Seaman
P1.T3.730. Chooser and barrier (exotic) options (Chapter 26 cont.)
2
Replies
24
Views
635
yLam4028
Y
Nicole Seaman
Quiz-T3 P1.T3.414. Mortgages and Mortgage-backed Securities (MBS, Basics)
Replies
9
Views
391
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
L1.T3.169 Money market (T-bill) discount rates (Hull)
2
Replies
25
Views
767
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T3.22.23. Option market basics
Replies
3
Views
65
NChau1081
NChau1081
Nicole Seaman
Quiz-T3 P1.T3.409. Interest rate and currency swaps
2
Replies
39
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T3.723. Swaps: valuation with OIS and LIBOR, comparative advantage, and currency swap valuation
2 3
Replies
49
Views
1K
JKrau5167
J
Nicole Seaman
Quiz-T3 P1.T3.408. Theoretical futures price (cost of carry mode)
2
Replies
21
Views
577
yLam4028
Y
Nicole Seaman
Quiz-T3 P1.T3.407. Interest rates and interest rate futures
2
Replies
21
Views
827
yLam4028
Y
Nicole Seaman
P1.T3.23.8. Interest rate swap valuation
Replies
4
Views
33
JMars7424
J
David Harper CFA FRM
L1.T3.187 Commodity lease rates (McDonald)
2
Replies
35
Views
792
bhafe9193
B
Nicole Seaman
P1.T3.22.21 Convenience of commodities
Replies
7
Views
95
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T3.22.22. Contango and backwardation in commodity futures
Replies
12
Views
190
bhafe9193
B
Nicole Seaman
P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)
2
Replies
28
Views
802
bhafe9193
B
Nicole Seaman
P1.T3.23.5. Interest rate futures: conventions and T-bond futures contract
Replies
1
Views
19
JEste7201
JEste7201
Nicole Seaman
P1.T3.727. Option spread strategies (Hull Chapter 12)
Replies
16
Views
397
gsarm1987
gsarm1987
David Harper CFA FRM
L1.T3.165. Commodity cost of carry (Hull)
2 3
Replies
53
Views
1K
SXie5081
S
David Harper CFA FRM
P1.T3.22.31. Term structure theories
Replies
10
Views
159
Sixcarbs
Sixcarbs
David Harper CFA FRM
P1.T3.22.18 Short-selling and financial forward contracts
Replies
5
Views
158
bhafe9193
B
Nicole Seaman
P1.T3.721. Eurodollar futures contracts and duration-based hedging (Hull Chapter 6)
2 3
Replies
48
Views
1K
yLam4028
Y
Nicole Seaman
P1.T3.22.30. More Interest Rate Properties
Replies
8
Views
79
gsarm1987
gsarm1987
David Harper CFA FRM
P1.T3.606. Mechanics of options: positions (Hull)
Replies
19
Views
863
FLiew9434
F
Nicole Seaman
P1.T3.23.7. Interest rate swaps
Replies
0
Views
7
Nicole Seaman
Nicole Seaman
Nicole Seaman
P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation
2
Replies
32
Views
1K
FLiew9434
F
Nicole Seaman
P1.T3.714. Duration, modified duration and dollar duration (Hull Chapter 4)
2
Replies
36
Views
1K
FLiew9434
F
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