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P1.T3. Financial Markets & Products (30%)

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Nicole Seaman
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Errors Found in Study Materials P1.T3. Financial Markets & Products
2 3 4
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7,977
JamesVU2000
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Portfolio Duration with defaulted bonds
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6
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151
Sixcarbs
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Hull, RMFI., 4th Ed: Question 3.19
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8
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621
David Harper CFA FRM
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Hull RMFI End of Chapter Question 4.16
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5
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224
David Harper CFA FRM
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Weighted Average Coupon Formula
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1
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61
Nicole Seaman
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Cross Currency Swaps FX Risk
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11
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4,382
David Harper CFA FRM
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Floating Strike Lookback Options question
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2
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72
amphiboly
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HULL Ch 5 Practice Question 5.23
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4
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535
David Harper CFA FRM
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Hull Ex. 7.3: Valuing a swap in terms of FRAs
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1
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64
David Harper CFA FRM
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Bond duration and coupons
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6
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269
ami44
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FRM Level 1: question on Value of Forward, with price immediately change
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7
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144
David Harper CFA FRM
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Delta hedging two options
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5
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228
flex
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Hull C.4 spreadsheets missing
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8
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173
David Harper CFA FRM
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Explain how to use stock index futures to lock in the benefit of a stock selection
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1
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109
David Harper CFA FRM
Q
Short Hedge &Long Hedge
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5
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239
David Harper CFA FRM
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Hull, Chapter 7 , Swaps
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7
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1,470
ankit4685
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Absence of Discounting Method in the paper
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1
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114
David Harper CFA FRM
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Expected geometric return?
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1
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130
David Harper CFA FRM
A
Callable bonds on discount and premium
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3
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111
evelyn.peng
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Forward Rates Notation
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2
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345
kausthub
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Pricing Asian put option
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1
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209
Nicole Seaman
afterworkguinness
Valuing plain vanilla swap
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18
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4,775
David Harper CFA FRM
E
Hull RMFI EOC Q&A - Question 3.17
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1
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131
David Harper CFA FRM
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Par Yield theory
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1
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407
David Harper CFA FRM
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Bond Accrued Interest
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2
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120
omprakash zawar
Branislav
Hull, Instructional video , ch4 -Duration
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2
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360
Matthew Graves
P
How to derive forward interest rates from spot rates (Hull vs Tuckman)
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5
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11,490
David Harper CFA FRM
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LIBOR, day count convention and compunding frequency
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9
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29,345
Nicole Seaman
Hend Abuenein
Strip hedging, Stack hedging
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17
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11,601
abhinavkhanna
J
Determining the theoretical Future Price
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19
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9,611
David Harper CFA FRM
C
GARP.FRM.PQ.P1 Insurance Premium Payment
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1
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326
David Harper CFA FRM
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