|
CFAI Question - Reading 23 - Example 7 - Hedging with Swap/Swaptions
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4
|
3653
|
February 27, 2022
|
|
Fixed income- ALM Portfolio statistics vs weighted avg (durations and ytm)
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|
3
|
3586
|
February 18, 2022
|
|
Negative carry when financing a bond purchase in the repo market during yield curve inversion
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|
2
|
2224
|
February 6, 2022
|
|
Yield Spread and Government Spread Comparison
|
|
1
|
3180
|
February 5, 2022
|
|
Credit strategies - EOC 30
|
|
0
|
2020
|
January 29, 2022
|
|
Rolldown return confusion
|
|
0
|
2175
|
January 19, 2022
|
|
Stable Yield Curve and Capitalize on Buy and Hold Strategy
|
|
9
|
2481
|
January 20, 2022
|
|
Rolldown Yield - with Yield change
|
|
1
|
1958
|
January 13, 2022
|
|
Bond Price Impact from Yield Change
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|
1
|
1917
|
January 13, 2022
|
|
Duration of FRA
|
|
5
|
2793
|
January 12, 2022
|
|
Spread and Modified Duration of a Floater
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|
1
|
2261
|
December 31, 2021
|
|
Fixed Income: Reading 19 Example 7
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|
0
|
2047
|
November 5, 2021
|
|
Views of yields spreads -- Reading 11 - 2022 book
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|
2
|
2175
|
December 6, 2021
|
|
Yield Curve Strategies - Why do we use effective duration while calculating returns in Yield Curve Strategies?
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|
3
|
1979
|
November 14, 2021
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|
Fixed Income PM: Expected return formula to use EffDur or ModDur?
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|
4
|
2302
|
November 13, 2021
|
|
Interpolated Spreads
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|
0
|
2259
|
November 6, 2021
|
|
BB29 -- 2022 - Credit Strategies - Fixed Income
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|
0
|
1951
|
November 3, 2021
|
|
Empirical Duration and Modified Duration
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|
5
|
2892
|
November 2, 2021
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|
CDS Price use case
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|
3
|
1926
|
November 2, 2021
|
|
Excess spread formula
|
|
2
|
2883
|
October 30, 2021
|
|
Reading 14 - Credit Strategies - EOC 3
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|
0
|
1852
|
October 29, 2021
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|
Annuity due in calculator
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|
0
|
2106
|
September 30, 2021
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|
Fixed Asset "A convergence trade Example - 4" YIELD CURVE STRATEGIES
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|
0
|
1921
|
October 17, 2021
|
|
Best way to measure proportional portfolio riskinesss with duration
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|
0
|
1894
|
October 18, 2021
|
|
Fixed Income - convexity and reinvestment risk
|
|
12
|
4105
|
October 27, 2021
|
|
Reading 13 - Expected return/RDC with decomposed equation
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|
2
|
1901
|
October 26, 2021
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|
Reading 13 - Yield Curve strategies
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|
1
|
1866
|
October 24, 2021
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|
Long convertible bond + short stock = synthetic call option
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|
1
|
2257
|
October 24, 2021
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|
Convexity and Structural Risk
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|
1
|
1886
|
October 21, 2021
|
|
Hedging an Interest Rate Risk with a Eurodollar Future Contract vs. FRA
|
|
6
|
1847
|
October 21, 2021
|