|
Use of the term " Effective Duration"
|
|
1
|
1718
|
July 29, 2020
|
|
RD 20 YIeld curve- Eoc # 23
|
|
1
|
1699
|
July 26, 2020
|
|
Inflation Linked Bonds vs. Floating Coupon Bonds -- Which outperforms
|
|
0
|
2122
|
July 20, 2020
|
|
Reading 20 yield Curve Strategies Example 6
|
|
2
|
2052
|
July 16, 2020
|
|
Discounting - Which is technically correct?
|
|
1
|
1894
|
July 15, 2020
|
|
Quick question -- what is "s" in 2s mean?
|
|
3
|
2445
|
July 14, 2020
|
|
PVBP per million
|
|
5
|
2340
|
July 14, 2020
|
|
Fixed Income TT Danny Moynahan case Q 2 and 3
|
|
3
|
1955
|
July 14, 2020
|
|
R19 BB8 Writing a receiver swaption to effectively defease callable bond
|
|
1
|
2026
|
July 14, 2020
|
|
Constant Maturity Yield Reading 20 Yield Curve Strategies Example 5
|
|
3
|
2125
|
July 13, 2020
|
|
Reading 20: Example 2 pg 169 text-Calculating partial PVBP for 20 yrs
|
|
1
|
1826
|
July 12, 2020
|
|
EOC: Reading 20 Qns20-Yield Curve Strategies
|
|
3
|
1988
|
July 12, 2020
|
|
Fixed income- Liability driven strategies
|
|
1
|
1918
|
July 12, 2020
|
|
R19 BB#3 Simonsson - Cash Flow Matching
|
|
7
|
1865
|
June 28, 2020
|
|
Yiled Curve Strategies
|
|
2
|
1778
|
June 8, 2020
|
|
High yield bond - change in value formula
|
|
6
|
1728
|
June 8, 2020
|
|
Key rate duration vs mod duration
|
|
9
|
3120
|
June 3, 2020
|
|
R20 BB5 Inter-Market Positioning (Simon Mullsap; p185)
|
|
1
|
1675
|
May 30, 2020
|
|
Foreign Bond Exposure
|
|
2
|
1685
|
May 22, 2020
|
|
Carry Trade Q
|
|
1
|
1633
|
May 22, 2020
|
|
Duration Q on bonds
|
|
1
|
1645
|
May 16, 2020
|
|
Leverage Aversion
|
|
0
|
1563
|
May 16, 2020
|
|
5 Part Bond Return
|
|
1
|
1588
|
May 13, 2020
|
|
Figuring out where to post and to whom to post on AF is more difficult that passing the exams!
|
|
2
|
1641
|
May 8, 2020
|
|
Cause of inflation and term premium
|
|
1
|
2851
|
May 5, 2020
|
|
Is it possible for a FRN to both decrease in price and yield at the same time?
|
|
3
|
1686
|
May 4, 2020
|
|
Overweighting Bonds With Higher Spread?
|
|
4
|
1736
|
April 24, 2020
|
|
Spreads (Fixed Income EOC Reading 21)
|
|
5
|
1679
|
April 19, 2020
|
|
Key Rate Durations > 30 years
|
|
5
|
1558
|
April 18, 2020
|
|
Duration Neutral Position
|
|
0
|
3291
|
April 14, 2020
|