|
Duration of assets and liab and futures to close the gap
|
|
7
|
2178
|
May 25, 2022
|
|
Price appreciation gain convention in CFA Level III
|
|
0
|
1724
|
May 24, 2022
|
|
Immunizing single liabilities
|
|
1
|
1847
|
May 24, 2022
|
|
Spread duration = duration?
|
|
20
|
7068
|
May 23, 2022
|
|
Excess Spread and Expected Excess Spread
|
|
0
|
2163
|
May 18, 2022
|
|
Duration of portfolio with pay fixed position
|
|
2
|
2161
|
May 16, 2022
|
|
CDS price and price change
|
|
2
|
2524
|
May 16, 2022
|
|
Fixed Income - value weighted index and debt
|
|
3
|
1986
|
May 12, 2022
|
|
Multiple immunization
|
|
5
|
2177
|
May 9, 2022
|
|
Fixed-rate bond VAR (Tail risk)
|
|
2
|
2413
|
May 6, 2022
|
|
Fixed Income PM (1): Beatriz Maestre Case Scenario
|
|
2
|
2869
|
May 5, 2022
|
|
Call and put on duration?
|
|
2
|
2045
|
May 4, 2022
|
|
Positive or negative roll yield?
|
|
1
|
2582
|
May 2, 2022
|
|
Liquidity Risk of a Bond
|
|
3
|
2417
|
April 30, 2022
|
|
Practice problem Vol.3 Reading 13, Q18 - rolling down return
|
|
3
|
1836
|
April 29, 2022
|
|
Duration matching
|
|
6
|
3089
|
January 15, 2022
|
|
Yield Curve Strategies-Flattening of YC
|
|
4
|
2220
|
April 20, 2022
|
|
VaR - Expected value or Unexpected value
|
|
1
|
1917
|
April 17, 2022
|
|
Hedging Credit Risk of Convertibles
|
|
5
|
1899
|
April 14, 2022
|
|
Bear flattener
|
|
4
|
2609
|
April 13, 2022
|
|
Default correlations
|
|
10
|
3248
|
April 10, 2022
|
|
Fixed Income - Credit Strategies
|
|
6
|
3009
|
April 10, 2022
|
|
Reading 14 EOC #33
|
|
0
|
1864
|
April 4, 2022
|
|
Excess Return on risky bond
|
|
8
|
4909
|
April 10, 2022
|
|
Spread duration confusion
|
|
3
|
2386
|
April 8, 2022
|
|
Reading 14 Example 26
|
|
7
|
2366
|
April 7, 2022
|
|
Reading 14 example 10 - Credit Curve Strategies
|
|
7
|
2016
|
April 6, 2022
|
|
Fixed Income - Credit Stragies
|
|
5
|
2257
|
April 3, 2022
|
|
Reading 14 example 29
|
|
5
|
2334
|
April 2, 2022
|
|
Reading 14 example 30
|
|
7
|
1967
|
April 1, 2022
|