Market Exposure
Passive Bond Market Exposure Passive bond market exposure is a strategy in the... Read More
Los 17 a: Demonstrate how an asset’s returns may be replicated by using options
Los 17 g: Describe uses of calendar spreads
Los 17 h: Discuss volatility skew and smile
Los 17 j: Demonstrate the use of options to achieve targeted equity risk exposures
Los 18 d: Demonstrate the use of volatility derivatives and variance swaps
Los 3 a: Analyze the effects of currency movements on portfolio risk and return
Los 3 b: Discuss strategic choices in currency management
Los 3 i: Discuss challenges for managing emerging market currency exposures