About Fixed Income for the Level II CFA Exam
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0
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2896
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October 23, 2019
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Term structure example 7 (3)
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4
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56
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July 23, 2024
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Term structure example 7(4)
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1
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44
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July 22, 2024
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Higher Interest rate Volatility--> lower OAS on callable bond???
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10
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2560
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July 20, 2024
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CDS Fixed Income
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5
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1195
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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
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386
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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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340
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May 14, 2024
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Maturity Matched Rate
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0
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328
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May 11, 2024
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Arbitrage profit concept
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4
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353
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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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404
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May 7, 2024
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Swap spread of a default-free bond
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0
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307
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May 5, 2024
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Forward rate model
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2
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311
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May 3, 2024
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Cmo structure including pac tranche and support tranche
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2
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308
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May 2, 2024
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Quick way to answer this question
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2
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274
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April 28, 2024
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Forward substitution
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3
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292
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April 28, 2024
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Exposure definition
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1
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264
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April 26, 2024
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Expected Exposure Calculation
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8
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2268
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April 26, 2024
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Duration and parallel shift in the yield curve
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8
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5404
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April 22, 2024
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Binomial tree forward rates calculation
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3
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427
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April 17, 2024
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Market Value of a Bond (CDS topic)
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6
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483
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April 5, 2024
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Binomial tree from volatility assumption
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1
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460
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March 18, 2024
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EFFECTIVE DUR CALC PROB : Valuation and Analysis of Bonds with Embedded Options
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2
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2567
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March 6, 2024
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New conversion price with an anti-dilutive agreement and 10% stock dividend
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2
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1200
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February 27, 2024
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OAS and Z spread
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18
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5592
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February 16, 2024
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Relationship between Option Adjusted Spread and Interest rate
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5
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680
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February 2, 2024
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Duration Matching for Lowest Cost Bond Portfolio
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8
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1107
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December 12, 2023
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Effective Duration of a Floating-Rate Bond
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2
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3056
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November 12, 2023
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Protection/Premium leg
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1
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907
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November 12, 2023
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Fixed Income Practice – Question 8 Credit Analysis Models
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8
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4116
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November 11, 2023
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CDS - Cheapest to deliver
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9
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6907
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November 11, 2023
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