|
Leverage Aversion
|
|
0
|
1624
|
May 16, 2020
|
|
5 Part Bond Return
|
|
1
|
1652
|
May 13, 2020
|
|
Figuring out where to post and to whom to post on AF is more difficult that passing the exams!
|
|
2
|
1721
|
May 8, 2020
|
|
Cause of inflation and term premium
|
|
1
|
3455
|
May 5, 2020
|
|
Is it possible for a FRN to both decrease in price and yield at the same time?
|
|
3
|
1765
|
May 4, 2020
|
|
Overweighting Bonds With Higher Spread?
|
|
4
|
1876
|
April 24, 2020
|
|
Spreads (Fixed Income EOC Reading 21)
|
|
5
|
1775
|
April 19, 2020
|
|
Key Rate Durations > 30 years
|
|
5
|
1640
|
April 18, 2020
|
|
Duration Neutral Position
|
|
0
|
3393
|
April 14, 2020
|
|
Barbell strategy appropriate during troughs?
|
|
2
|
1783
|
March 19, 2020
|
|
Reading 16 - Swaps, Forwards and Futures Strategies - Example 5 - German Bunds
|
|
3
|
1640
|
March 19, 2020
|
|
Modified Duration 4.80
|
|
1
|
1565
|
March 15, 2020
|
|
Fixed income- Futures contract size
|
|
1
|
2117
|
March 11, 2020
|
|
Currency management - domestic risk currency
|
|
10
|
3028
|
March 11, 2020
|
|
What's the difference between riding the yield curve and Buy and hold?
|
|
4
|
3145
|
March 11, 2020
|
|
Reading 19 Blue box example 1
|
|
1
|
1619
|
March 10, 2020
|
|
Why does a Fixed (non zero) Coupon Bond's Spread Duration approximate its Modified Duration closer to Maturity
|
|
1
|
1579
|
March 10, 2020
|
|
Implied Forward Rate in Exhibit 19 of CFAI Curriculum Reading 20
|
|
8
|
2424
|
March 6, 2020
|
|
Roll Yield and the impact on hedging cost
|
|
7
|
2580
|
March 4, 2020
|
|
Carry trade questions - Fixed Income
|
|
5
|
2499
|
February 27, 2020
|
|
Inter-market carry trade
|
|
4
|
4083
|
February 21, 2020
|
|
Rolldown return
|
|
12
|
5404
|
February 20, 2020
|
|
Inter-market curve strategies
|
|
1
|
1886
|
February 14, 2020
|
|
Conversion factor and BPV
|
|
3
|
3330
|
February 7, 2020
|
|
Impact of spreads on duration
|
|
2
|
1431
|
February 5, 2020
|
|
dispersion statistic
|
|
2
|
1804
|
February 1, 2020
|
|
R19 Q4
|
|
1
|
1507
|
January 31, 2020
|
|
reading 20: Yield Curve Strategies: Call Option
|
|
10
|
2097
|
January 30, 2020
|
|
Fixed Income - over- and underhedging
|
|
4
|
2544
|
January 18, 2020
|
|
Hedging callable bonds with swaptions
|
|
1
|
3557
|
January 17, 2020
|
