|
Bullet, laddered and barbell strategies
|
|
4
|
5398
|
May 7, 2018
|
|
Higher spread - a positive for Excess Return Model?
|
|
3
|
1826
|
May 6, 2018
|
|
LOS 23.c formulate portfolio positioning strategy given forward interest rates
|
|
3
|
1476
|
May 6, 2018
|
|
Can you explain this fixed income immunization problem?
|
|
5
|
1255
|
May 6, 2018
|
|
Positive butterfly twist
|
|
7
|
2403
|
May 3, 2018
|
|
What is the concept behind Sell convexity
|
|
8
|
5499
|
May 2, 2018
|
|
Credit Migration Risk
|
|
1
|
4153
|
April 30, 2018
|
|
Fixed Income - Buying and Selling Convexity
|
|
3
|
5337
|
April 30, 2018
|
|
fixed income reading 21 question 5
|
|
2
|
1398
|
April 30, 2018
|
|
Q7 part A - 2014 AM exam
|
|
0
|
1122
|
April 28, 2018
|
|
Reinvestment risk
|
|
3
|
1396
|
April 23, 2018
|
|
Reading 23/EoC #20 (from CFA website):
|
|
5
|
1251
|
April 22, 2018
|
|
FI Futures overlay | Contingent immunization
|
|
3
|
1917
|
April 22, 2018
|
|
OAS of non callable bond
|
|
4
|
1209
|
April 18, 2018
|
|
Reading 21_Introduction to Fixed-Income Portfolio Management
|
|
0
|
1252
|
April 14, 2018
|
|
CFA_Reading 21_Introduction to Fixed-Income Portfolio Management
|
|
1
|
1231
|
April 13, 2018
|
|
Macauley & Modified duration calculation
|
|
7
|
4701
|
April 12, 2018
|
|
Relationship between steepness of curve and portfolio IRR
|
|
7
|
2325
|
April 3, 2018
|
|
Buy Receive-fixed swap = Sell Pay-fixed swap?
|
|
9
|
3800
|
April 2, 2018
|
|
best study plan for FI
|
|
6
|
1130
|
March 29, 2018
|
|
PVBP and Money Duration
|
|
0
|
1319
|
March 28, 2018
|
|
Calculate Convexity from Macaulay duration
|
|
2
|
1917
|
March 27, 2018
|
|
single period immunization
|
|
5
|
1144
|
March 27, 2018
|
|
Relationship between YTM vs. Duration
|
|
8
|
7196
|
March 26, 2018
|
|
Using ir swap to adjust duration gap- do you always divide net swap BPV by 100?
|
|
1
|
1202
|
March 25, 2018
|
|
callable bond has larger OAS than noncallable BOOK4 P212
|
|
12
|
2242
|
March 18, 2018
|
|
Adding curvature
|
|
1
|
1272
|
March 17, 2018
|
|
Iron Condor - Fixed Income
|
|
1
|
1313
|
March 17, 2018
|
|
Net Effective PVBP
|
|
5
|
1422
|
March 16, 2018
|
|
Fixed income
|
|
5
|
997
|
March 15, 2018
|