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FRM Practice Questions (PQs; for PAID customers)
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P1.T3. Financial Market & Products
Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds
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P1.T3.21.4. Ratios for Property-Casualty (P&C) Insurance Companies
Nicole Seaman
Jun 14, 2021
Replies
2
Views
53
Tuesday at 12:24 PM
David Harper CFA FRM
P1.T3.714. Duration, modified duration and dollar duration (Hull Chapter 4)
Nicole Seaman
Jul 19, 2017
2
Replies
32
Views
946
Oct 13, 2021
David Harper CFA FRM
P1.T3.711. Optimal cross-hedge and reducing portfolio beta (Hull Chapter 3 continued)
Nicole Seaman
Jul 10, 2017
Replies
13
Views
301
Oct 13, 2021
Library_books
L
P1.T3.21.2. Investment banks
David Harper CFA FRM
May 31, 2021
Replies
3
Views
88
Oct 10, 2021
Neptune
N
L1.T3.186. Futures curves and spot/futures equilibrium (Gemen & McDonald)
David Harper CFA FRM
Aug 19, 2011
2
Replies
32
Views
755
Oct 5, 2021
David Harper CFA FRM
P1.T3.710. Long and short hedges (Hull Chapter 3)
Nicole Seaman
Jun 21, 2017
2
Replies
37
Views
947
Oct 1, 2021
lushukai
P1.T3.608. Trading and margin requirements for exchange-traded options (Hull)
Nicole Seaman
Feb 17, 2016
Replies
15
Views
355
Sep 21, 2021
Mezzala95
M
P1.T3.510. Dollar roll (Tuckman)
Nicole Seaman
Apr 13, 2015
Replies
19
Views
896
Sep 19, 2021
Mezzala95
M
L1.T3.172. Eurodollar futures pricing (and convexity) (Hull)
David Harper CFA FRM
Jun 27, 2011
2
Replies
32
Views
885
Sep 13, 2021
David Harper CFA FRM
P1.T3.723. Swaps: valuation with OIS and LIBOR, comparative advantage, and currency swap valuation
Nicole Seaman
Sep 4, 2017
2
3
Replies
43
Views
1K
Sep 11, 2021
lushukai
P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation
Nicole Seaman
Aug 16, 2017
2
Replies
29
Views
1K
Sep 11, 2021
lushukai
P1.T3.503. Interest rate parity (Saunders)
Nicole Seaman
Aug 26, 2015
2
3
Replies
42
Views
887
Sep 10, 2021
lushukai
P1.T3.721. Eurodollar futures contracts and duration-based hedging (Hull Chapter 6)
Nicole Seaman
Aug 14, 2017
2
Replies
31
Views
880
Sep 8, 2021
David Harper CFA FRM
P1.T3.509. Mortgage-backed Securities (Tuckman)
Nicole Seaman
Apr 8, 2015
2
Replies
22
Views
480
Sep 8, 2021
Chris
C
P1.T3.720. US Treasury bonds: conversion factors, cheapest-to-deliver & theoretical futures price
Nicole Seaman
Aug 9, 2017
2
Replies
34
Views
945
Sep 7, 2021
David Harper CFA FRM
P1.T3.719. Quoted versus cash bond prices (Hull Chapter 6)
Nicole Seaman
Aug 7, 2017
2
Replies
36
Views
2K
Sep 6, 2021
Chris
C
L1.T3.177 Credit risk in an interest rate swap (Hull)
David Harper CFA FRM
Jul 13, 2011
2
Replies
39
Views
873
Sep 6, 2021
lushukai
L1.T3.195. Corporate bond indentures (Fabozzi)
David Harper CFA FRM
Sep 14, 2011
Replies
5
Views
293
Aug 29, 2021
David Harper CFA FRM
L1.T3.160. Valuation of forward rate agreement (FRA) (Hull)
David Harper CFA FRM
May 19, 2011
2
3
Replies
42
Views
1K
Aug 29, 2021
David Harper CFA FRM
P1.T3.713. Spot and forward rates in bond pricing (Hull Chapter 4)
Nicole Seaman
Jul 17, 2017
2
Replies
32
Views
687
Aug 29, 2021
David Harper CFA FRM
P1.T3.712. Interest rate fundamentals (Hull Chapter 4)
Nicole Seaman
Jul 12, 2017
2
Replies
21
Views
559
Aug 28, 2021
Chris
C
Quiz-T3
P1.T3.407. Interest rates and interest rate futures
Nicole Seaman
Sep 16, 2014
2
Replies
20
Views
721
Aug 25, 2021
kaneaba
K
P1.T3.730. Chooser and barrier (exotic) options (Chapter 26 cont.)
Nicole Seaman
Sep 27, 2017
Replies
17
Views
412
Aug 25, 2021
lushukai
P1.T3.732. Exchange option, volatility swap, and static option replication (Hull Ch. 26 continued)
Nicole Seaman
Oct 4, 2017
Replies
14
Views
391
Aug 24, 2021
lushukai
L1.T3.167. Cost of carry and normal backwardation (Hull)
David Harper CFA FRM
Jun 10, 2011
2
3
Replies
46
Views
1K
Aug 23, 2021
FRM-SHAANU
F
P1.T3.729. Gap, forward start and compound exotic options (Hull, Chapter 26)
Nicole Seaman
Sep 25, 2017
2
Replies
22
Views
621
Aug 23, 2021
David Harper CFA FRM
L1.T3.142. Key features of a futures contract (Hull)
David Harper CFA FRM
Mar 29, 2011
Replies
13
Views
459
Aug 18, 2021
David Harper CFA FRM
P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)
Nicole Seaman
Aug 2, 2017
2
Replies
21
Views
578
Aug 2, 2021
Chris
C
P1.T3.717. Foreign exchange (FX) forwards and more cost of carry theory (Hull Chapter 5)
Nicole Seaman
Jul 31, 2017
Replies
17
Views
399
Aug 2, 2021
Chris
C
P1.T3.21.6. Mutual funds
Nicole Seaman
Jun 28, 2021
Replies
5
Views
29
Jul 26, 2021
David Harper CFA FRM
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