Problem sets
Problems
Every problem in the course. Solutions sit behind a deliberate step on each problem page.
to difficulty Check numeric answers checked on the page
23 shown
M11 Macro: rates, FX and flows 23
- P1 Premium and discount ★
- P2 Pricing a G-sec ★ Check
- P3 Perpetuity and zero ★★
- P4 Barbell versus bullet ★★ Check
- P5 Equity duration ★★ Check
- P6 Forward rates and the term premium ★★ Check
- P7 Fisher and breakevens ★ Check
- P8 Taylor rule sensitivity ★★ Check
- P9 Taylor principle with lagged inflation ★★★
- P10 CIP arbitrage ★★ Check
- P11 Oil and the current account ★★ Check
- P12 Fama decomposition ★★★ Check
- P13 The FPI's dollar return ★ Check
- P14 Debt dynamics ★★ Check
- P15 Inflation and the P/E ★★ Check
- P16 DXY arithmetic ★ Check
- P17 Case analysis: 2013 and 2026 ★★
- P18 Contract arithmetic ★ Check
- P19 Fair value and the arbitrage band ★★ Check
- P20 Importer with a date mismatch ★★ Check
- P21 Exporter and the minimum-variance ratio ★★ Check
- P22 Garman–Kohlhagen ★★★ Check
- P23 The rules and what they cost ★★ Check