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FR, Discount Margin, Zero Discount Margin
|
|
2
|
2064
|
February 11, 2023
|
|
Roll Down Return a small clarifcation
|
|
1
|
1822
|
February 5, 2023
|
|
Need help pls: R14 (VaR) EOC 21 and BB example 20
|
|
4
|
1399
|
February 3, 2023
|
|
Reading 13 Example 13
|
|
6
|
1511
|
February 1, 2023
|
|
Adding put options to bond portfolio and convexity
|
|
7
|
1672
|
January 29, 2023
|
|
Reading 13 Question 3- Swaps and durations
|
|
4
|
1164
|
January 25, 2023
|
|
Rolldown return-YC strategies
|
|
7
|
2754
|
January 25, 2023
|
|
EoC | Question 13 Yield Strategies
|
|
7
|
3540
|
January 25, 2023
|
|
Probability of default rates- fixed income
|
|
4
|
1229
|
December 29, 2022
|
|
End of Chapter | Yield Strategies Question 9
|
|
7
|
3564
|
December 4, 2022
|
|
Danny Moynahan Case Scenario
|
|
1
|
1515
|
December 1, 2022
|
|
FI - CDS basis
|
|
2
|
2788
|
November 14, 2022
|
|
Empirical Duration and High Yield Bonds - Fixed Income
|
|
12
|
5399
|
November 5, 2022
|
|
CDS Price?!? BB27
|
|
8
|
3923
|
October 29, 2022
|
|
CDS Price for questions
|
|
0
|
1373
|
October 26, 2022
|
|
Bear/Bull; Steepner/Flattener
|
|
3
|
2501
|
October 11, 2022
|
|
Portfolio duration using swaps
|
|
5
|
2833
|
September 4, 2022
|
|
Interest rate duration and credit spread duration negatively correlated?
|
|
10
|
3639
|
August 26, 2022
|
|
Credit Spread versus Premium
|
|
4
|
2334
|
August 23, 2022
|
|
Pavonia Case Scenario
|
|
7
|
4851
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
1895
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3168
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2458
|
May 22, 2022
|
|
CFAI Credit Strategies across Developed Markets position match US corporate bond & iTraxx-Xover
|
|
0
|
1671
|
August 10, 2022
|
|
Why receiver-fixed swap is used in static upward-sloping yield
|
|
5
|
1798
|
August 7, 2022
|
|
Bullet portfolio in a steepening curve
|
|
3
|
2188
|
July 29, 2022
|
|
Forecasting Return Based on Yield to Maturity
|
|
4
|
4482
|
July 19, 2022
|
|
Current inflation and expected long term inflation
|
|
0
|
1860
|
June 5, 2022
|
|
VaR calculation Fixed Income:Credit Strategies
|
|
1
|
2240
|
July 8, 2022
|
|
Noob question! Duration and Immunization
|
|
8
|
2957
|
July 5, 2022
|