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Financial Risk Manager (FRM). Free resource
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P1.T3. Financial Markets & Products (30%)
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Errors Found in 2021 Study Materials P1.T3. Financial Markets & Products
Nicole Seaman
Jan 22, 2021
Replies
10
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674
Nov 5, 2021
Garbanzo
G
J
Eurodollar and its convexity
Josun
Dec 2, 2021
Replies
3
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214
Dec 2, 2021
David Harper CFA FRM
J
Full Price & Accrued Interest
juhsu
Jul 12, 2017
Replies
6
Views
3K
Nov 17, 2021
David Harper CFA FRM
N
Schweser notes, breakeven premium payments
noname12
Oct 23, 2021
Replies
1
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137
Oct 23, 2021
lushukai
A
Swaps : 722.3 : Nearest estimate for the forward LIBOR rate
ankit4685
Oct 18, 2021
Replies
1
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134
Oct 18, 2021
David Harper CFA FRM
D
Chapter 14: Trading strategies
DenisAmbrosov
Oct 15, 2021
Replies
4
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162
Oct 15, 2021
DenisAmbrosov
D
W
SchweserNotes Module quiz 29.2 Q1 Margin call
wcmug
Mar 15, 2020
Replies
2
Views
340
Oct 10, 2021
lushukai
V
Interest Rate Forward vs Spot Interest Rate
VanBuren77
Sep 19, 2021
Replies
6
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325
Sep 22, 2021
VanBuren77
V
A
Short Hedge
AbhishekJha
Sep 20, 2021
Replies
2
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197
Sep 20, 2021
David Harper CFA FRM
A
"Open Interest" related to Futures Contract
AbhishekJha
Sep 18, 2021
Replies
6
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206
Sep 20, 2021
AbhishekJha
A
Implied Interest Rates from FX Non-Deliverable Forwards (NDFs)
lushukai
Sep 11, 2021
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0
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149
Sep 11, 2021
lushukai
D
Valuing a currency swap as FRA
Dimitriy
Jun 30, 2021
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3
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196
Jul 1, 2021
nc27
N
N
Chapter 10 Financial Forwards and Futures -- and GARP's practice exams
NEichi
Jul 18, 2020
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18
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1K
May 10, 2021
David Harper CFA FRM
A
Stress testing & scenarios analysis
ajsa
Aug 19, 2009
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2
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6K
Apr 30, 2021
patriciar
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Bond prices and forward rate
td00553150
Aug 17, 2020
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942
Apr 29, 2021
David Harper CFA FRM
B
how to understand static options replication
bruce1976chen
Jul 17, 2020
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691
Apr 27, 2021
lushukai
Swaps Question - 722.2
Eustice_Langham
Apr 24, 2021
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322
Apr 24, 2021
Eustice_Langham
A
Eurodollar Futures contract - how to think about short/long gaining/losing in a coherent way? SOS
alexwallace
Apr 17, 2021
Replies
6
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824
Apr 19, 2021
David Harper CFA FRM
W
FRA and swap terminoligy
wrongsaidfred
Oct 15, 2011
Replies
12
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18K
Apr 11, 2021
David Harper CFA FRM
N
P1.T2.305. Minimum variance hedge (Miller)
navjyotbirdy
Apr 7, 2021
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1
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327
Apr 7, 2021
David Harper CFA FRM
W
Using BA II Plus Calculator
WoodsFRM
Mar 26, 2021
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1
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327
Mar 27, 2021
Library_books
L
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Chapter 5 Margin requirements for short Options
NEichi
Feb 11, 2021
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1
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409
Feb 17, 2021
David Harper CFA FRM
Locked
Errors Found in Study Materials P1.T3. Financial Markets & Products (OLD thread)
Nicole Seaman
May 19, 2016
3
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5
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95
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21K
Jan 22, 2021
Nicole Seaman
Must dividend yield be continuously compounded
Jagan.Ganti
Jan 18, 2021
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828
Jan 19, 2021
Jagan.Ganti
Function for computing continuously compounded yield on BA II Plus Pro
Jagan.Ganti
Jan 11, 2021
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2
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617
Jan 12, 2021
Jagan.Ganti
Principal protected Notes in Option strategy & Interest rate Parity theoram
ABFRM
Mar 19, 2013
Replies
4
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909
Jan 6, 2021
Jaskarn
J
Y
P1.T3.Ch10 - Hull’s example 5.3 - Doubt in Effective rate compounded continuously
yatin_93
Jan 3, 2021
Replies
5
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320
Jan 5, 2021
yatin_93
Y
A
Six nonth semi annual forward rate
Angelinelyt
Oct 9, 2016
Replies
4
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3K
Dec 29, 2020
David Harper CFA FRM
C
Concept about price return of futures contract
cml
Dec 26, 2020
Replies
1
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268
Dec 28, 2020
Nicole Seaman
V
Hull Chp 3: Hedging strategies with Futures
Vince Loh
Aug 2, 2015
Replies
7
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839
Dec 22, 2020
yatin_93
Y
S
John Hull Question 7.23
San955
Aug 13, 2020
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1
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3K
Dec 7, 2020
ericavv
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