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Fixed Asset "A convergence trade Example - 4" YIELD CURVE STRATEGIES
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0
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1983
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October 17, 2021
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Best way to measure proportional portfolio riskinesss with duration
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0
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1963
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October 18, 2021
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Fixed Income - convexity and reinvestment risk
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12
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4501
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October 27, 2021
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Reading 13 - Expected return/RDC with decomposed equation
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2
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2004
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October 26, 2021
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Reading 13 - Yield Curve strategies
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1
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1963
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October 24, 2021
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Long convertible bond + short stock = synthetic call option
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1
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2838
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October 24, 2021
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Convexity and Structural Risk
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1
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2040
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October 21, 2021
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Hedging an Interest Rate Risk with a Eurodollar Future Contract vs. FRA
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6
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1972
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October 21, 2021
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Barbell vs. Ladder
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1
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1961
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October 19, 2021
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Yield curve strategies #27 (reading 20)
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14
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5251
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October 17, 2021
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Inter-market curve trade CFAI Q
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1
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1850
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October 15, 2021
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Zero coupon bond - Effective duration
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1
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4057
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October 12, 2021
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Yield curve strategy and Money duration
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4
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2199
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October 10, 2021
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Static Yield Curve Strategies
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4
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3103
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October 10, 2021
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Convexity vs. Yield curve
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3
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1835
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October 6, 2021
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Structural Risk and Convexity in our Bond Portfolio
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5
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2920
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October 6, 2021
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Laddered Bond Portfolio and Tradeability
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4
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1807
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October 5, 2021
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Fixed Income Duration & its relationship with yield change
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2
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1584
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September 29, 2021
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I do not know why the answer is A?
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3
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2429
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September 26, 2021
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Reading 24 - Question 11 - Money Duration VS Duration for a yield curve strategy
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5
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3564
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September 25, 2021
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Convexity of assets class other than fixed asset
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4
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1655
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September 22, 2021
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Fixed Asset
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7
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1676
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September 22, 2021
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Fixed Income - liability-based strategies under various interest rate scenarios
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2
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1623
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September 22, 2021
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Money duration and PV01
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1
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4190
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September 20, 2021
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Sonia Alexis - “mark-to-market loss offsetting carry accrual”
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0
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1560
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September 19, 2021
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Model Risk
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1
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1782
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September 17, 2021
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R20 - Yield Curve Strategies, EOC Practice Problem 26
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0
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1695
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August 28, 2021
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Cash Flow Matched Portfolio vs Immunized Portfolio
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4
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3013
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August 29, 2021
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CFAI Text - Fixed Income - Country and currency exposure (Pg 275)
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2
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1640
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August 29, 2021
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Fixed Income Butterfly Spread
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2
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6818
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August 21, 2021
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