|
Binomial: Callable at 100 at call price of 104
|
|
5
|
1226
|
May 22, 2014
|
|
External credit enhancements
|
|
4
|
926
|
May 22, 2014
|
|
Mortgage passthrough Maturity 360 - can we assume?
|
|
3
|
895
|
May 21, 2014
|
|
latter of percent or call date
|
|
0
|
889
|
May 20, 2014
|
|
Reduced form with simpler assumption
|
|
0
|
862
|
May 19, 2014
|
|
OAS and volatility of interest rates.
|
|
2
|
1052
|
May 16, 2014
|
|
EOC Qs Fixed Income Driving me Crazy
|
|
5
|
916
|
May 15, 2014
|
|
Difference between SMM and ABS
|
|
2
|
1135
|
May 10, 2014
|
|
Internal credit enhancements
|
|
2
|
1313
|
May 4, 2014
|
|
Elan Lecture Video: Reading 47 - Valuing Bonds with Embedded Options
|
|
3
|
942
|
April 29, 2014
|
|
Relative OAS Valuation - put/call
|
|
3
|
974
|
April 27, 2014
|
|
Two Bonds with Same OAS...
|
|
4
|
938
|
April 27, 2014
|
|
Reading 47 EOC 28
|
|
1
|
878
|
April 26, 2014
|
|
CFAI Mock 2012 PM Q54
|
|
4
|
986
|
April 22, 2014
|
|
CMO PAC - Effective Collar Shifts
|
|
0
|
909
|
April 22, 2014
|
|
Reading 45 Credit Analysis Models: schweser vs cfai
|
|
6
|
1070
|
April 19, 2014
|
|
interest rate volatility question
|
|
4
|
905
|
April 16, 2014
|
|
Passthrough Rate vs. WAC
|
|
1
|
2453
|
April 16, 2014
|
|
R50: Valuating MBS and ABS
|
|
1
|
924
|
April 16, 2014
|
|
Q47: Valuing Bonds with embedded option
|
|
15
|
1316
|
April 15, 2014
|
|
Swap Valution
|
|
1
|
888
|
April 11, 2014
|
|
Quick Q re:advantage of a synthetic CDO
|
|
8
|
1193
|
April 3, 2014
|
|
Credit Analysis Models
|
|
4
|
968
|
April 2, 2014
|
|
Volatility on Binomial Trees for Valuing Bonds
|
|
2
|
947
|
March 31, 2014
|
|
Synthetic CDO
|
|
1
|
959
|
March 31, 2014
|
|
Fixed Income- Reading 47 EOC- #9, #15
|
|
3
|
885
|
March 24, 2014
|
|
Error in Reading 48 - Mortgage Backed Sector of Bond Market
|
|
3
|
947
|
March 23, 2014
|
|
Interpretation of SMM - Reading # 48
|
|
11
|
1131
|
March 23, 2014
|
|
Relative OAS valuation question
|
|
2
|
983
|
March 23, 2014
|
|
FI - very lost
|
|
3
|
1070
|
March 18, 2014
|
