|
Couldn't get the intuitive meaning - Fixed income, negative convexity - callable bonds
|
|
2
|
1003
|
May 22, 2012
|
|
Why does this guy face contingent claims risk
|
|
7
|
931
|
May 21, 2012
|
|
low coupon issues exhibit less negative convexity than high coupon issues
|
|
8
|
1090
|
May 21, 2012
|
|
Cyclical vs secular changes
|
|
1
|
853
|
May 19, 2012
|
|
How an additional repo affect original portfolio duration?
|
|
8
|
1242
|
May 6, 2012
|
|
CF Matching disadvantage
|
|
3
|
1267
|
April 21, 2012
|
|
Immunization basic Q
|
|
13
|
915
|
April 20, 2012
|
|
fixedincome: SS9: R23: Q15
|
|
1
|
836
|
April 19, 2012
|
|
FI - CF matching and multiple liability immunization
|
|
3
|
921
|
April 19, 2012
|
|
SS9: Reading 24: page 101, question 17
|
|
1
|
858
|
April 19, 2012
|
|
3rd and 4th extentions to classical immunization
|
|
2
|
872
|
April 13, 2012
|
|
Maturity variance CFAI vs SCH
|
|
4
|
975
|
April 12, 2012
|
|
low coupon issues exhibit less negative convexity
|
|
22
|
2279
|
April 10, 2012
|
|
Modified Duration of Liability
|
|
10
|
2374
|
April 9, 2012
|
|
questions on bond indexing
|
|
3
|
1366
|
April 7, 2012
|
|
Any ques on Maturity Variance - Immunization risk measure
|
|
0
|
830
|
April 5, 2012
|
|
Where did I see this contingent immunization problem?
|
|
4
|
863
|
April 4, 2012
|
|
Dollar Safety Margin
|
|
11
|
1045
|
April 2, 2012
|
|
Investment horizon (in ALM)
|
|
5
|
970
|
March 25, 2012
|
|
Reading 23 Example 6 (Volume 4)
|
|
1
|
850
|
March 23, 2012
|
|
Question 14 on CFAI page 91
|
|
1
|
938
|
March 22, 2012
|
|
Spreads and interest rates
|
|
4
|
790
|
March 21, 2012
|
|
Immunization: Portfolio Duration vs Liability Duration
|
|
13
|
1723
|
March 15, 2012
|
|
Dollar Duration and Rebalancing Ratio
|
|
14
|
2048
|
March 14, 2012
|
|
Contradiction (Book 4)
|
|
7
|
869
|
March 8, 2012
|
|
fixed income page 91
|
|
0
|
834
|
March 6, 2012
|
|
Contingent Immunization
|
|
3
|
803
|
March 4, 2012
|
|
Duration Spreads
|
|
5
|
850
|
March 2, 2012
|
|
Break even analysis
|
|
19
|
915
|
March 1, 2012
|
|
Immunization: target return
|
|
5
|
851
|
February 29, 2012
|