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Derivative Types
B.
Beta
C.
R-Square
D.
Continuous Compounding
E.
Option Valuation
1.
Historical Volatility ()
F.
Normal Distribution
G.
H.
Volatility ()
1.
ARCH(m) Model
2.
3.
GARCH Model
4.
Implied Volatility
Contracts
B.
Selection Criteria
1.
2.
3.
4.
C.
D.
E.
Novation
F.
Margins
G.
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H.
Final Settlement
I.
Cost of Carry
J.
K.
L.
M.
N.
O.
P.
Q.
R.
B.
1.
Long Futures
2.
Short Futures
C.
D.
Basis Risk
E.
F.
Rolling Hedges
G.
B.
C.
Conversion Factor
D.
E.
F.
B.
C.
Dividends
D.
American Options
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Option Greeks
A.
Delta
1.
2.
3.
4.
B.
Gamma
1.
2.
C.
Theta
1.
2.
3.
4.
D.
Vega
1.
2.
E.
Rho
1.
2.
B.
C.
D.
E.
F.
2.
G.
Swaps
A.
OTC Products
B.
C.
1.
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2.
D.
Currency Swap
E.
F.
Swaption
Warrants
B.
Convertible Bonds
C.
D.
E.
F.
Caps
G.
Floors
H.
Collars
B.
C.
1.
Simple Approach
2.
D.
E.
F.
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