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About Fixed Income for the Level II CFA Exam
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0
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3550
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October 23, 2019
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EFFECTIVE DUR CALC PROB : Valuation and Analysis of Bonds with Embedded Options
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3
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3140
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April 27, 2025
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TED Spread vs MRR-OIS
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0
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187
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April 12, 2025
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Price return of a bond when spot curve is unchanged
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1
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559
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February 21, 2025
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Capped Floater
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1
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311
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February 14, 2025
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Threshold for a convertible bond to behave like a stock
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0
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473
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November 19, 2024
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CONVERTIBLE BONDS
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8
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2572
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November 19, 2024
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Sensitivity
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1
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704
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November 15, 2024
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Monte Carlo Simulation
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12
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3233
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November 3, 2024
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Generating binomial interest rate tree
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3
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429
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October 13, 2024
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Fixed income level 1 full price
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|
1
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398
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October 12, 2024
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Fixed Income Forward Pricing Model
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5
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665
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September 27, 2024
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Term Structure Theory
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1
|
579
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September 27, 2024
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Effective duration of callable bonds vs straight bonds when interest rates increase
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|
2
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659
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September 22, 2024
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|
Every time I CPT i/R for TVM, it shows RST 0.00
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|
3
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7526
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August 1, 2024
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Term structure example 7(4)
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2
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625
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July 30, 2024
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Term structure example 7 (3)
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4
|
718
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July 23, 2024
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|
Higher Interest rate Volatility--> lower OAS on callable bond???
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|
10
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4237
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July 20, 2024
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CDS Fixed Income
|
|
5
|
1673
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June 1, 2024
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|
Structural models of corporate credit risk - the option analogy
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|
4
|
948
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May 19, 2024
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|
Why is forward rate is used to calculate coupon payment
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|
4
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797
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May 14, 2024
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Maturity Matched Rate
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0
|
750
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May 11, 2024
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Arbitrage profit concept
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4
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918
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May 9, 2024
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Evolution of spot rates as predicted by forward rates and one-year period return
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|
8
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1360
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May 7, 2024
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Swap spread of a default-free bond
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0
|
732
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May 5, 2024
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Forward rate model
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|
2
|
719
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May 3, 2024
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|
Cmo structure including pac tranche and support tranche
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|
2
|
755
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May 2, 2024
|
|
Quick way to answer this question
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|
2
|
700
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April 28, 2024
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Forward substitution
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3
|
767
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April 28, 2024
|
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Exposure definition
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1
|
757
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April 26, 2024
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