Can anyone please tell me the page number of Derivatives option strategies and Swaps readings. The notes of page 33 to 61 in the pdf given is of the optional old classes and not the new ones. Some help will be really ...

Max Loss is given as= (So- X) +Po When share price falls put option gives us protection under the strike price. When share price rises put option lapses, so we should only forgo the put premium paid. Why we are doing ...

Can someone explain reverse calendar spread with e.g?

In currency risk management, while calculating returns in domestic currency, why do we say that the correlation between returns on foreign asset and returns on foreign currency is positive for fixed income and negative for export oriented firm?

I am a little confused about long calender spread, short calender spread, short risk reversal and long risk reversal. it will be very helpful if someone can explain me these 4 strategies.

Please tell whether butterfly spread, box spread and derivatives on interest rate are still there in derivatives section for 2023 curriculum? Also, can question on swaptions be asked from the swaps, futures and forwards reading of the derivatives section? These portions are ...

Why they are not using the delta and the gamma column in their calculations ? (Please refer question 39)

The question asked to calculate the value of variance swap in the writing section, my answer came 54,208,869 as i have used all four decimal of discount rate 0.9798 where the answer given on the basis of two decimal rounding ...