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P1.T3. Financial Market & Products

Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds

P1.T3.726. More properties of stock options, including put-call parity (Hull)

2

Replies: 26

Views: 344

P1.T3.715. Par yield, convexity and term structure theories (Hull Chapter 4)

2

Replies: 21

Views: 433

Today at 6:03 AM

L1.T3.161. Bond duration & convexity (Hull)

2 3 4

Replies: 64

Views: 1,639

Tuesday at 1:49 PM

David Harper CFA FRM

L1.T3.150. Definitions: futures contracts (Hull)

2

Replies: 26

Views: 481

P1.T3.723. Swaps: valuation with OIS and LIBOR, comparative advantage, and currency swap valuation

2 3

Replies: 41

Views: 745

P1.T3.708. Futures contracts (Hull Chapter 2)

Replies: 13

Views: 268

David Harper CFA FRM

P1.T3.732. Exchange option, volatility swap, and static option replication (Hull Ch. 26 continued)

Replies: 7

Views: 176

David Harper CFA FRM

P1.T3.730. Chooser and barrier (exotic) options (Chapter 26 cont.)

Replies: 10

Views: 233

David Harper CFA FRM

PQ-T3 P1.T3.207. Hull's interest rate futures (II) (topic review)

2

Replies: 21

Views: 470

David Harper CFA FRM

P1.T3.727. Option spread strategies (Hull Chapter 12)

Replies: 11

Views: 183

David Harper CFA FRM

L1.T3.179. Six factors that impact option price (Hull)

2 3

Replies: 43

Views: 815

PQ-T3 P1.T3.209. Hull's Swaps (II.) (topic review)

2

Replies: 22

Views: 405

P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)

Replies: 17

Views: 368

David Harper CFA FRM

L1.T3.167. Cost of carry and normal backwardation (Hull)

2

Replies: 37

Views: 829

Elizabeth_Babalola

L1.T3.198. Fabozzi's corporate bonds

Replies: 11

Views: 235

David Harper CFA FRM

P1.T3.603. Basic principles of central clearing (Gregory)

Replies: 6

Views: 200

David Harper CFA FRM

L1.T3.188. Commodity futures curves (gold, corn, gas, oil) (McDonald)

2

Replies: 22

Views: 550

P1.T3.505. Bond interest payments and zero-coupon bonds (Fabozzi)

2 3 4

Replies: 72

Views: 1,644

David Harper CFA FRM

L1.T3.177 Credit risk in an interest rate swap (Hull)

2

Replies: 34

Views: 678

David Harper CFA FRM

L1.T3.168. Day count conventions (Hull)

2 3

Replies: 58

Views: 1,642

David Harper CFA FRM

P1.T3.508. Residential mortgage products (Tuckman)

2

Replies: 28

Views: 1,363

David Harper CFA FRM

P1.T3.504. Bond indenture and interest payments (Fabozzi)

Replies: 19

Views: 489

L1.T3.163. Hull's interest rate definitions

2 3 4

Replies: 62

Views: 1,260

David Harper CFA FRM

L1.T3.196. Bond maturity and retirement (Fabozzi)

Replies: 14

Views: 347

David Harper CFA FRM

P1.T3.606. Mechanics of options: positions (Hull)

2

Replies: 21

Views: 601

Nalinivibhutesharma

PQ-T3 P1.T3.206. Hull's interest rate futures (topic review)

Replies: 18

Views: 449

David Harper CFA FRM

Quiz-T3 P1.T3.412. Foreign exchange (FX) risk

Replies: 16

Views: 413

L1.T3.173. Eurodollar futures and duration-based hedges (Hull)

2 3

Replies: 51

Views: 1,572

David Harper CFA FRM

P1.T3.721. Eurodollar futures contracts and duration-based hedging (Hull Chapter 6)

2

Replies: 27

Views: 510

David Harper CFA FRM

L1.T3.169 Money market (T-bill) discount rates (Hull)

2

Replies: 25

Views: 609

David Harper CFA FRM

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