|
About Fixed Income for the Level III CFA Exam
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|
0
|
4466
|
October 23, 2019
|
|
Spread Duration of FRN
|
|
1
|
167
|
February 12, 2025
|
|
Cash flow matching vs Duration Matching
|
|
1
|
222
|
February 10, 2025
|
|
MBS - Negative Convexity
|
|
1
|
214
|
February 8, 2025
|
|
Excess Spread Question
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|
3
|
850
|
February 4, 2025
|
|
Duration times spread
|
|
2
|
934
|
January 25, 2025
|
|
Bullish Negative Butterfly
|
|
0
|
334
|
December 27, 2024
|
|
Example 32 - CDS Developed Markets
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|
0
|
552
|
July 15, 2024
|
|
CDS Price Formula - Errata?
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|
1
|
656
|
July 15, 2024
|
|
Asset swap spread
|
|
1
|
664
|
July 12, 2024
|
|
Yield curve duration neutral
|
|
1
|
1119
|
June 24, 2024
|
|
Bear flattener
|
|
5
|
3584
|
June 7, 2024
|
|
Correlation between Spreads and Rates
|
|
2
|
692
|
May 25, 2024
|
|
E(R) of Buy-and-Hold Investor - CFA III
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|
3
|
918
|
May 24, 2024
|
|
Interpolating Credit Spread
|
|
3
|
658
|
May 23, 2024
|
|
CDS Price?!? BB27
|
|
8
|
6097
|
October 29, 2022
|
|
Portfolio DTS
|
|
2
|
661
|
May 20, 2024
|
|
Issuance Outstanding - Liquidity Premium
|
|
4
|
691
|
May 18, 2024
|
|
Credit duration under static credit curve
|
|
10
|
4937
|
January 16, 2024
|
|
Callable bonds vs option free bonds
|
|
4
|
1107
|
May 16, 2024
|
|
Interest rate immunization - Single vs Multiple liabilities
|
|
5
|
2093
|
May 13, 2024
|
|
Servicer of the loan
|
|
3
|
620
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
|
|
0
|
845
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
|
|
2
|
805
|
April 3, 2024
|
|
Modified Duration - Decimalize change in Yield to get the right number?
|
|
2
|
852
|
March 25, 2024
|
|
CFA III Vol.3 Reading 14, Example 29
|
|
3
|
3608
|
March 3, 2024
|
|
FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
|
|
2
|
1054
|
March 2, 2024
|
|
OAS callable bond
|
|
15
|
5730
|
March 1, 2024
|
|
Apply CPR/CDR to CMO cashflows with P&I being advanced
|
|
2
|
1080
|
February 16, 2024
|
|
Feb 2024 CFA Boston mock 2 session 2, set 4, question B - why *0.01% in calculating money duration?
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|
1
|
1212
|
February 13, 2024
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