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About Fixed Income for the Level III CFA Exam
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1
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245
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October 23, 2019
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Interpolated Yield Spreads
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2
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79
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November 24, 2020
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Laddered, Barbell, bullet and convexity
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4
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177
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November 20, 2020
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Yield curve strategies #27 (reading 20)
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8
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593
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November 19, 2020
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Money duration, pvbp confusion
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8
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197
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November 16, 2020
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OAS for Putable bond should be lower instead?
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6
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112
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November 15, 2020
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L3 - rebate rate question
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3
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134
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November 13, 2020
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Continuation of Winslow case
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4
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91
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November 12, 2020
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CFA Level 3 : Fixed Income : Susan Winslow case scenario
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5
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124
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November 12, 2020
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L3 - yield income question
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2
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115
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November 10, 2020
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Los 19.g Spread widening in quality enhanced indexing
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2
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125
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November 5, 2020
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Macauley Duration or Money duration must match?
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8
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177
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November 4, 2020
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2020 Level 3: Schweser Book #3, Page 75
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2
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114
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October 31, 2020
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Carry Trade Details
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4
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147
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October 30, 2020
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Callable bonds and interest rate volatility
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5
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113
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October 24, 2020
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Callable debt has a smaller option-adjusted spread than comparable non-callable debt.
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14
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528
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October 24, 2020
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Duration Gap Formula and Investment Horizon vs. Macaulay Duration
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1
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110
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October 22, 2020
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Currency Hedging in fixed income
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1
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109
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October 22, 2020
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Fixed income reinvestment rate risk
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3
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101
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October 21, 2020
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Duration & currency neutral
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1
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93
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October 20, 2020
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Callable bonds outperformace
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6
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122
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October 19, 2020
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Re-investment Risk - Bullet vs. Barbell vs. Ladder
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8
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362
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October 16, 2020
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Cross-currency carry trade & hedging
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6
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156
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October 10, 2020
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LDI CF matching
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3
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112
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October 4, 2020
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Fixed Income - Cash Flow Matching Defeasance
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2
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98
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October 4, 2020
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IRR vs YTM and portfolio duration vs average duration in an upward sloping yield curve
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5
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151
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October 3, 2020
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When to use key rate duration to immunize a portfolio?
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1
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103
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October 1, 2020
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Convexity and barbell portfolio (tough)
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3
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186
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September 27, 2020
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Why would a near-the-money call option on Treasury bond futures add convexity?
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3
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148
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September 26, 2020
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Reading 20 Yield Curve Strategies, Footnote 11
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2
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136
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September 23, 2020
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