Derivatives
Description: Practice derivatives basics for your interview and improve the basics of derivatives | |
Number of Questions: 25 | |
Created by: Karuna Seth | |
Tags: Derivatives options swaps futures Derivatives Market |
A ____________ security whose value depends upon the values of other basic underlying variable.
The ________ option is one that gives the right to buy the security.
The situation is known as ___________ when the strike price is equal to the spot price on the maturity date.
An ___________ is the right, but not the obligation to buy or sell something on a specified date at a specified price.
The ________ option is one that gives the right to sell the security.
VaR means
The purpose of VaR is to:
Expand OTC.
First Interest Rate Swap occured in which year?
What is G-30 in derivatives?
The term _______ literally means exchange.
The situation is known as ___________ when the strike price is lower than the spot rate.
CaR means
Analysis of scenarios is called
In derivatives, historical method uses
Basel 2 is having ________ pillars.
How many types of risk reporting processes are there?
VaR is calculated for
A __________ contract is an agreement between two parties to exchange a commodity for certain consideration after a specified period.
How many methods are there to cover the financing loss?
Expand LIBOR.
Delta method and Historical method differs when the asset returns are
CaR shows the _____ position of the business.
Expand BOPM.
Expand FRA.