|
Barbell strategy appropriate during troughs?
|
|
2
|
1665
|
March 19, 2020
|
|
Reading 16 - Swaps, Forwards and Futures Strategies - Example 5 - German Bunds
|
|
3
|
1571
|
March 19, 2020
|
|
Modified Duration 4.80
|
|
1
|
1464
|
March 15, 2020
|
|
Fixed income- Futures contract size
|
|
1
|
1925
|
March 11, 2020
|
|
Currency management - domestic risk currency
|
|
10
|
2524
|
March 11, 2020
|
|
What's the difference between riding the yield curve and Buy and hold?
|
|
4
|
2596
|
March 11, 2020
|
|
Reading 19 Blue box example 1
|
|
1
|
1541
|
March 10, 2020
|
|
Why does a Fixed (non zero) Coupon Bond's Spread Duration approximate its Modified Duration closer to Maturity
|
|
1
|
1500
|
March 10, 2020
|
|
Implied Forward Rate in Exhibit 19 of CFAI Curriculum Reading 20
|
|
8
|
2165
|
March 6, 2020
|
|
Roll Yield and the impact on hedging cost
|
|
7
|
2222
|
March 4, 2020
|
|
Carry trade questions - Fixed Income
|
|
5
|
2251
|
February 27, 2020
|
|
Inter-market carry trade
|
|
4
|
3878
|
February 21, 2020
|
|
Rolldown return
|
|
12
|
4832
|
February 20, 2020
|
|
Inter-market curve strategies
|
|
1
|
1754
|
February 14, 2020
|
|
Conversion factor and BPV
|
|
3
|
2995
|
February 7, 2020
|
|
Impact of spreads on duration
|
|
2
|
1359
|
February 5, 2020
|
|
dispersion statistic
|
|
2
|
1659
|
February 1, 2020
|
|
R19 Q4
|
|
1
|
1438
|
January 31, 2020
|
|
reading 20: Yield Curve Strategies: Call Option
|
|
10
|
1956
|
January 30, 2020
|
|
Fixed Income - over- and underhedging
|
|
4
|
2414
|
January 18, 2020
|
|
Hedging callable bonds with swaptions
|
|
1
|
3235
|
January 17, 2020
|
|
Macaulay duration vs return
|
|
3
|
2392
|
January 7, 2020
|
|
Leveraged portfolio return
|
|
3
|
1780
|
January 2, 2020
|
|
Correlation during recession
|
|
4
|
1340
|
December 30, 2019
|
|
Barbell vs Bullet
|
|
14
|
5422
|
December 21, 2019
|
|
Contingent Immunization
|
|
3
|
1109
|
December 16, 2019
|
|
2020 Reading 20 Example 4
|
|
3
|
1143
|
November 27, 2019
|
|
fixed income
|
|
11
|
1647
|
November 26, 2019
|
|
Impact of curvature changes on a barbell portfolio
|
|
11
|
1749
|
November 19, 2019
|
|
Help! A simple duration question
|
|
4
|
1001
|
November 15, 2019
|
