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P1.T3. Financial Market & Products

Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds
David Harper CFA FRM
L1.T3.156. Rolling the hedge forward (Hull)
2
Replies
24
Views
450
abhinavkhanna
Nicole Seaman
P1.T3.710. Long and short hedges (Hull Chapter 3)
Replies
11
Views
222
abhinavkhanna
David Harper CFA FRM
L1.T3.144 Futures margin requirements (Hull)
2
Replies
25
Views
415
abhinavkhanna
Nicole Seaman
P1.T3.719. Quoted versus cash bond prices (Hull Chapter 6)
2
Replies
27
Views
499
JanaRad
Nicole Seaman
P1.T3.729. Gap, forward start and compound exotic options (Hull, Chapter 26)
Replies
8
Views
114
David Harper CFA FRM
Nicole Seaman
P1.T3.713. Spot and forward rates in bond pricing (Hull Chapter 4)
2
Replies
20
Views
204
wool
Nicole Seaman
P1.T3.705. Mutual funds (Hull)
Replies
9
Views
180
David Harper CFA FRM
Nicole Seaman
P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)
Replies
11
Views
145
David Harper CFA FRM
Nicole Seaman
P1.T3.716. Arbitrage and the cost of carry model (Hull Chapter 5)
2
Replies
25
Views
288
David Harper CFA FRM
Nicole Seaman
P1.T3.726. More properties of stock options, including put-call parity (Hull)
Replies
14
Views
151
david kim
Nicole Seaman
P1.T3.700. Major risks faced by banks (Hull-RMFI)
2
Replies
25
Views
367
abhinavkhanna
Nicole Seaman
P1.T3.707. Hedging versus speculation (Hull Chapter 1)
Replies
12
Views
178
JanaRad
Nicole Seaman
P1.T3.709. Futures contracts (Hull Chapter 2, continued)
Replies
8
Views
145
David Harper CFA FRM
Nicole Seaman
P1.T3.714. Duration, modified duration and dollar duration (Hull Chapter 4)
Replies
18
Views
303
David Harper CFA FRM
Suzanne Evans
PQ-T3 P1.T3.202. Hull's Interest Rates (I) (topic review)
2
Replies
22
Views
724
evelyn.peng
Nicole Seaman
P1.T3.701. Basic bank functions and definitions (Hull)
Replies
15
Views
313
David Harper CFA FRM
David Harper CFA FRM
L1.T3.154. Optimal futures contracts to hedge (Hull)
Replies
16
Views
266
David Harper CFA FRM
Nicole Seaman
P1.T3.504. Bond indenture and interest payments (Fabozzi)
Replies
16
Views
386
patricio27
Nicole Seaman
P1.T3.708. Futures contracts (Hull Chapter 2)
Replies
5
Views
129
evelyn.peng
Nicole Seaman
P1.T3.727. Option spread strategies (Hull Chapter 12)
Replies
8
Views
126
David Harper CFA FRM
Nicole Seaman
P1.T3.500. Foreign exchange (FX) exposures (Saunders)
Replies
7
Views
334
abhinavkhanna
David Harper CFA FRM
L1.T3.194. Interest rate parity (Saunders)
Replies
16
Views
348
abhinavkhanna
Nicole Seaman
P1.T3.502. Foreign exchange (FX) hedges (Saunders)
2
Replies
33
Views
738
David Harper CFA FRM
Nicole Seaman
P1.T3.731. Lookback and Asian (exotic) options (Hull Chapter 26 cont.)
Replies
3
Views
63
abhinavkhanna
Nicole Seaman
P1.T3.730. Chooser and barrier (exotic) options (Chapter 26 cont.)
Replies
6
Views
97
abhinavkhanna
David Harper CFA FRM
L1.T3.183. Covered call and protective put (Hull)
Replies
16
Views
233
abhinavkhanna
David Harper CFA FRM
L1.T3.182. Impact of early exercise and dividends on put-call parity (Hull)
2
Replies
35
Views
771
David Harper CFA FRM
Nicole Seaman
P1.T3.724. Mechanics of options markets (Hull Chapter 10)
Replies
5
Views
101
David Harper CFA FRM
Nicole Seaman
P1.T3.721. Eurodollar futures contracts and duration-based hedging (Hull Chapter 6)
Replies
19
Views
257
rangolij
David Harper CFA FRM
L1.T3.160. Valuation of forward rate agreement (FRA) (Hull)
2
Replies
28
Views
775
David Harper CFA FRM
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