|
Fixed Income PM (1): Beatriz Maestre Case Scenario
|
|
2
|
3221
|
May 5, 2022
|
|
Call and put on duration?
|
|
2
|
2258
|
May 4, 2022
|
|
Positive or negative roll yield?
|
|
1
|
3472
|
May 2, 2022
|
|
Liquidity Risk of a Bond
|
|
3
|
3069
|
April 30, 2022
|
|
Practice problem Vol.3 Reading 13, Q18 - rolling down return
|
|
3
|
1991
|
April 29, 2022
|
|
Duration matching
|
|
6
|
3345
|
January 15, 2022
|
|
Yield Curve Strategies-Flattening of YC
|
|
4
|
2434
|
April 20, 2022
|
|
VaR - Expected value or Unexpected value
|
|
1
|
2029
|
April 17, 2022
|
|
Hedging Credit Risk of Convertibles
|
|
5
|
2084
|
April 14, 2022
|
|
Default correlations
|
|
10
|
4286
|
April 10, 2022
|
|
Fixed Income - Credit Strategies
|
|
6
|
3656
|
April 10, 2022
|
|
Reading 14 EOC #33
|
|
0
|
1969
|
April 4, 2022
|
|
Excess Return on risky bond
|
|
8
|
6256
|
April 10, 2022
|
|
Spread duration confusion
|
|
3
|
2778
|
April 8, 2022
|
|
Reading 14 Example 26
|
|
7
|
2577
|
April 7, 2022
|
|
Reading 14 example 10 - Credit Curve Strategies
|
|
7
|
2200
|
April 6, 2022
|
|
Fixed Income - Credit Stragies
|
|
5
|
2531
|
April 3, 2022
|
|
Reading 14 example 29
|
|
5
|
2517
|
April 2, 2022
|
|
Reading 14 example 30
|
|
7
|
2096
|
April 1, 2022
|
|
Swaption - how does it work
|
|
3
|
3298
|
March 31, 2022
|
|
ALM and Duration
|
|
13
|
5687
|
March 29, 2022
|
|
Credit Strategies - Example 32
|
|
2
|
2613
|
March 25, 2022
|
|
General Credit Cycle Characteristics- R14
|
|
2
|
2835
|
March 23, 2022
|
|
Laddered Portfolios - Structural Risk
|
|
0
|
2241
|
March 22, 2022
|
|
Leverage in a fixed-come portfolio - Fixed Income textbook example
|
|
5
|
2547
|
March 16, 2022
|
|
Reading 13 - more mistakes?
|
|
1
|
2396
|
March 13, 2022
|
|
End of Chapter | Yield Strategies Question 21
|
|
1
|
3673
|
March 13, 2022
|
|
Example 27 in Credit Strategies
|
|
0
|
2250
|
March 11, 2022
|
|
Question regarding Synthetic Credit Strategies with CDS
|
|
5
|
2823
|
March 9, 2022
|
|
2020 L3 R14 Example 10
|
|
0
|
2377
|
March 7, 2022
|