|
About Fixed Income for the Level III CFA Exam
|
|
1
|
191
|
October 23, 2019
|
|
RD 20 YIeld curve- Eoc # 23
|
|
2
|
49
|
July 26, 2020
|
|
Inflation Linked Bonds vs. Floating Coupon Bonds -- Which outperforms
|
|
1
|
75
|
July 20, 2020
|
|
Reading 20 yield Curve Strategies Example 6
|
|
3
|
101
|
July 16, 2020
|
|
Practice Problems 23-32 Reading 24 Cost of hedging a bond
|
|
3
|
114
|
July 15, 2020
|
|
Discounting - Which is technically correct?
|
|
2
|
68
|
July 15, 2020
|
|
Quick question -- what is "s" in 2s mean?
|
|
4
|
87
|
July 14, 2020
|
|
PVBP per million
|
|
6
|
71
|
July 14, 2020
|
|
Fixed Income TT Danny Moynahan case Q 2 and 3
|
|
4
|
55
|
July 14, 2020
|
|
Pavonia Case Scenario
|
|
7
|
211
|
July 14, 2020
|
|
R19 BB8 Writing a receiver swaption to effectively defease callable bond
|
|
2
|
55
|
July 14, 2020
|
|
Constant Maturity Yield Reading 20 Yield Curve Strategies Example 5
|
|
4
|
69
|
July 13, 2020
|
|
Reading 20: Example 2 pg 169 text-Calculating partial PVBP for 20 yrs
|
|
2
|
38
|
July 12, 2020
|
|
EOC: Reading 20 Qns20-Yield Curve Strategies
|
|
4
|
67
|
July 12, 2020
|
|
Fixed income- Liability driven strategies
|
|
2
|
70
|
July 12, 2020
|
|
R19 BB#3 Simonsson - Cash Flow Matching
|
|
8
|
106
|
June 28, 2020
|
|
Yiled Curve Strategies
|
|
3
|
93
|
June 8, 2020
|
|
High yield bond - change in value formula
|
|
7
|
85
|
June 8, 2020
|
|
Key rate duration vs mod duration
|
|
10
|
221
|
June 3, 2020
|
|
Reasoning behind dividing Swap BPV by 100
|
|
12
|
240
|
June 3, 2020
|
|
R20 BB5 Inter-Market Positioning (Simon Mullsap; p185)
|
|
2
|
49
|
May 30, 2020
|
|
Foreign Bond Exposure
|
|
3
|
73
|
May 22, 2020
|
|
Carry Trade Q
|
|
2
|
57
|
May 22, 2020
|
|
Duration Q on bonds
|
|
2
|
69
|
May 16, 2020
|
|
Leverage Aversion
|
|
1
|
58
|
May 16, 2020
|
|
5 Part Bond Return
|
|
2
|
99
|
May 13, 2020
|
|
Figuring out where to post and to whom to post on AF is more difficult that passing the exams!
|
|
3
|
184
|
May 8, 2020
|
|
Forecasting Return Based on Yield to Maturity
|
|
1
|
146
|
May 3, 2020
|
|
Cause of inflation and term premium
|
|
2
|
347
|
May 5, 2020
|
|
Is it possible for a FRN to both decrease in price and yield at the same time?
|
|
4
|
179
|
May 4, 2020
|
