SSEI Q Forum Latest Questions
In FX exposure hedging through futures purchase or sale, how do we determine whether details given for FC futures or HC futures?
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Recall the forward contract MTM value, Vt(T), for underlying assets with additional costs and benefits from the long forward counterparty’s perspective in Equation 7: Vt(T) = (St − PVt(I) + PVt(C)) − F0(T)(1 + r)-(T-t) 1. C is correct. A ...
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BINOMIAL DELTA In Delta calculation in the end, payoff from original values is used, rather than those calculated. Could you please provide an explanation. Also, Delta is calculated on Valuation Day here. Is a similar calculation done in case of calculating ...
DERIVATIVES AMENDMENT Q3 PAGE 140 DERIVATIVES AMENDMENT ANSWER FOR Q3-Pg 140 I solved the question considering all the possibilities I could think of, incorporating what Sir suggested and also ICAI did. I calculated Option value being abandoned at all possible ...
Only the seller can default on a(n): A) Swap B) option C) Forward Which is the correct ans? please provide reason
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Ace Limited is a financial intermediary that is active in forward and swap markets with its issuer and investor clients. You have been asked to consult on a number of client situations to determine the best course of action. Question