|
About Fixed Income for the Level III CFA Exam
|
1
|
October 23, 2019
|
|
Yield curve strategies #27 (reading 20)
|
7
|
March 30, 2020
|
|
Barbell strategy appropriate during troughs?
|
3
|
March 19, 2020
|
|
Fixed income- Futures contract size
|
2
|
March 11, 2020
|
|
Currency management - domestic risk currency
|
11
|
March 11, 2020
|
|
What's the difference between riding the yield curve and Buy and hold?
|
5
|
March 11, 2020
|
|
Reading 19 Blue box example 1
|
2
|
March 10, 2020
|
|
Why does a Fixed (non zero) Coupon Bond's Spread Duration approximate its Modified Duration closer to Maturity
|
2
|
March 10, 2020
|
|
Implied Forward Rate in Exhibit 19 of CFAI Curriculum Reading 20
|
9
|
March 6, 2020
|
|
Roll Yield and the impact on hedging cost
|
8
|
March 4, 2020
|
|
Carry trade questions - Fixed Income
|
6
|
February 27, 2020
|
|
Inter-market carry trade
|
5
|
February 21, 2020
|
|
Rolldown return
|
13
|
February 20, 2020
|
|
Inter-market curve strategies
|
2
|
February 14, 2020
|
|
Conversion factor and BPV
|
4
|
February 7, 2020
|
|
Impact of spreads on duration
|
3
|
February 5, 2020
|
|
dispersion statistic
|
3
|
February 1, 2020
|
|
R19 Q4
|
2
|
January 31, 2020
|
|
reading 20: Yield Curve Strategies: Call Option
|
11
|
January 30, 2020
|
|
Fixed Income - over- and underhedging
|
5
|
January 18, 2020
|
|
Hedging callable bonds with swaptions
|
2
|
January 17, 2020
|
|
Macaulay duration vs return
|
4
|
January 7, 2020
|
|
Leveraged portfolio return
|
4
|
January 2, 2020
|
|
Correlation during recession
|
5
|
December 30, 2019
|
|
Barbell vs Bullet
|
15
|
December 21, 2019
|
|
Contingent Immunization
|
4
|
December 16, 2019
|
|
Pavonia Case Scenario
|
6
|
December 16, 2019
|
|
2020 Reading 20 Example 4
|
4
|
November 27, 2019
|
|
fixed income
|
12
|
November 26, 2019
|
|
Impact of curvature changes on a barbell portfolio
|
12
|
November 19, 2019
|
