|
Fixed Income - value weighted index and debt
|
|
3
|
2443
|
May 12, 2022
|
|
Multiple immunization
|
|
5
|
2658
|
May 9, 2022
|
|
Fixed-rate bond VAR (Tail risk)
|
|
2
|
2650
|
May 6, 2022
|
|
Fixed Income PM (1): Beatriz Maestre Case Scenario
|
|
2
|
3273
|
May 5, 2022
|
|
Call and put on duration?
|
|
2
|
2299
|
May 4, 2022
|
|
Positive or negative roll yield?
|
|
1
|
3648
|
May 2, 2022
|
|
Liquidity Risk of a Bond
|
|
3
|
3196
|
April 30, 2022
|
|
Practice problem Vol.3 Reading 13, Q18 - rolling down return
|
|
3
|
2027
|
April 29, 2022
|
|
Duration matching
|
|
6
|
3398
|
January 15, 2022
|
|
Yield Curve Strategies-Flattening of YC
|
|
4
|
2481
|
April 20, 2022
|
|
VaR - Expected value or Unexpected value
|
|
1
|
2063
|
April 17, 2022
|
|
Hedging Credit Risk of Convertibles
|
|
5
|
2119
|
April 14, 2022
|
|
Default correlations
|
|
10
|
4460
|
April 10, 2022
|
|
Fixed Income - Credit Strategies
|
|
6
|
3762
|
April 10, 2022
|
|
Reading 14 EOC #33
|
|
0
|
1994
|
April 4, 2022
|
|
Excess Return on risky bond
|
|
8
|
6596
|
April 10, 2022
|
|
Spread duration confusion
|
|
3
|
2854
|
April 8, 2022
|
|
Reading 14 Example 26
|
|
7
|
2623
|
April 7, 2022
|
|
Reading 14 example 10 - Credit Curve Strategies
|
|
7
|
2250
|
April 6, 2022
|
|
Fixed Income - Credit Stragies
|
|
5
|
2587
|
April 3, 2022
|
|
Reading 14 example 29
|
|
5
|
2557
|
April 2, 2022
|
|
Reading 14 example 30
|
|
7
|
2122
|
April 1, 2022
|
|
Swaption - how does it work
|
|
3
|
3478
|
March 31, 2022
|
|
ALM and Duration
|
|
13
|
6865
|
March 29, 2022
|
|
Credit Strategies - Example 32
|
|
2
|
2685
|
March 25, 2022
|
|
General Credit Cycle Characteristics- R14
|
|
2
|
2914
|
March 23, 2022
|
|
Laddered Portfolios - Structural Risk
|
|
0
|
2263
|
March 22, 2022
|
|
Leverage in a fixed-come portfolio - Fixed Income textbook example
|
|
5
|
2601
|
March 16, 2022
|
|
Reading 13 - more mistakes?
|
|
1
|
2418
|
March 13, 2022
|
|
End of Chapter | Yield Strategies Question 21
|
|
1
|
3783
|
March 13, 2022
|