|
Duration of portfolio with pay fixed position
|
|
2
|
2739
|
May 16, 2022
|
|
CDS price and price change
|
|
2
|
3049
|
May 16, 2022
|
|
Fixed Income - value weighted index and debt
|
|
3
|
2471
|
May 12, 2022
|
|
Multiple immunization
|
|
5
|
2722
|
May 9, 2022
|
|
Fixed-rate bond VAR (Tail risk)
|
|
2
|
2682
|
May 6, 2022
|
|
Fixed Income PM (1): Beatriz Maestre Case Scenario
|
|
2
|
3302
|
May 5, 2022
|
|
Call and put on duration?
|
|
2
|
2329
|
May 4, 2022
|
|
Positive or negative roll yield?
|
|
1
|
3778
|
May 2, 2022
|
|
Liquidity Risk of a Bond
|
|
3
|
3310
|
April 30, 2022
|
|
Practice problem Vol.3 Reading 13, Q18 - rolling down return
|
|
3
|
2048
|
April 29, 2022
|
|
Duration matching
|
|
6
|
3426
|
January 15, 2022
|
|
Yield Curve Strategies-Flattening of YC
|
|
4
|
2507
|
April 20, 2022
|
|
VaR - Expected value or Unexpected value
|
|
1
|
2075
|
April 17, 2022
|
|
Hedging Credit Risk of Convertibles
|
|
5
|
2145
|
April 14, 2022
|
|
Default correlations
|
|
10
|
4600
|
April 10, 2022
|
|
Fixed Income - Credit Strategies
|
|
6
|
3832
|
April 10, 2022
|
|
Reading 14 EOC #33
|
|
0
|
2009
|
April 4, 2022
|
|
Excess Return on risky bond
|
|
8
|
6825
|
April 10, 2022
|
|
Spread duration confusion
|
|
3
|
2919
|
April 8, 2022
|
|
Reading 14 Example 26
|
|
7
|
2660
|
April 7, 2022
|
|
Reading 14 example 10 - Credit Curve Strategies
|
|
7
|
2277
|
April 6, 2022
|
|
Fixed Income - Credit Stragies
|
|
5
|
2613
|
April 3, 2022
|
|
Reading 14 example 29
|
|
5
|
2589
|
April 2, 2022
|
|
Reading 14 example 30
|
|
7
|
2135
|
April 1, 2022
|
|
Swaption - how does it work
|
|
3
|
3609
|
March 31, 2022
|
|
ALM and Duration
|
|
13
|
6997
|
March 29, 2022
|
|
Credit Strategies - Example 32
|
|
2
|
2722
|
March 25, 2022
|
|
General Credit Cycle Characteristics- R14
|
|
2
|
2974
|
March 23, 2022
|
|
Laddered Portfolios - Structural Risk
|
|
0
|
2282
|
March 22, 2022
|
|
Leverage in a fixed-come portfolio - Fixed Income textbook example
|
|
5
|
2634
|
March 16, 2022
|