|
Contingent Immunization Q
|
|
0
|
1596
|
November 30, 2020
|
|
Carry Trade/Borrowing
|
|
0
|
1539
|
November 30, 2020
|
|
Immunization & Convexity
|
|
7
|
4131
|
November 29, 2020
|
|
Laddered, Barbell, bullet and convexity
|
|
3
|
5032
|
November 20, 2020
|
|
Money duration, pvbp confusion
|
|
7
|
2882
|
November 16, 2020
|
|
L3 - rebate rate question
|
|
2
|
3671
|
November 13, 2020
|
|
CFA Level 3 : Fixed Income : Susan Winslow case scenario
|
|
4
|
2658
|
November 12, 2020
|
|
L3 - yield income question
|
|
1
|
2225
|
November 10, 2020
|
|
Los 19.g Spread widening in quality enhanced indexing
|
|
1
|
1629
|
November 5, 2020
|
|
Macauley Duration or Money duration must match?
|
|
7
|
1946
|
November 4, 2020
|
|
2020 Level 3: Schweser Book #3, Page 75
|
|
1
|
1515
|
October 31, 2020
|
|
Carry Trade Details
|
|
3
|
1540
|
October 30, 2020
|
|
Callable bonds and interest rate volatility
|
|
4
|
1696
|
October 24, 2020
|
|
Callable debt has a smaller option-adjusted spread than comparable non-callable debt.
|
|
13
|
3585
|
October 24, 2020
|
|
Duration Gap Formula and Investment Horizon vs. Macaulay Duration
|
|
0
|
1739
|
October 22, 2020
|
|
Currency Hedging in fixed income
|
|
0
|
2042
|
October 22, 2020
|
|
Fixed income reinvestment rate risk
|
|
2
|
1727
|
October 21, 2020
|
|
Duration & currency neutral
|
|
0
|
2136
|
October 20, 2020
|
|
Callable bonds outperformace
|
|
5
|
2276
|
October 19, 2020
|
|
Re-investment Risk - Bullet vs. Barbell vs. Ladder
|
|
7
|
5045
|
October 16, 2020
|
|
Cross-currency carry trade & hedging
|
|
5
|
2837
|
October 10, 2020
|
|
LDI CF matching
|
|
2
|
1911
|
October 4, 2020
|
|
Fixed Income - Cash Flow Matching Defeasance
|
|
1
|
1812
|
October 4, 2020
|
|
When to use key rate duration to immunize a portfolio?
|
|
0
|
1773
|
October 1, 2020
|
|
Convexity and barbell portfolio (tough)
|
|
2
|
3173
|
September 27, 2020
|
|
Why would a near-the-money call option on Treasury bond futures add convexity?
|
|
2
|
2009
|
September 26, 2020
|
|
Reading 20 Yield Curve Strategies, Footnote 11
|
|
1
|
1693
|
September 23, 2020
|
|
Reading 20 practice question 26
|
|
0
|
1877
|
September 17, 2020
|
|
Reading 20 page 204:Use modified duration or embedded duration?
|
|
1
|
1677
|
September 15, 2020
|
|
Credit Strategies Eoc #3
|
|
2
|
1714
|
September 11, 2020
|