Is it possible for a FRN to both decrease in price and yield at the same time?
|
|
3
|
1734
|
May 4, 2020
|
Overweighting Bonds With Higher Spread?
|
|
4
|
1816
|
April 24, 2020
|
Spreads (Fixed Income EOC Reading 21)
|
|
5
|
1729
|
April 19, 2020
|
Key Rate Durations > 30 years
|
|
5
|
1606
|
April 18, 2020
|
Duration Neutral Position
|
|
0
|
3357
|
April 14, 2020
|
Barbell strategy appropriate during troughs?
|
|
2
|
1747
|
March 19, 2020
|
Reading 16 - Swaps, Forwards and Futures Strategies - Example 5 - German Bunds
|
|
3
|
1621
|
March 19, 2020
|
Modified Duration 4.80
|
|
1
|
1535
|
March 15, 2020
|
Fixed income- Futures contract size
|
|
1
|
2050
|
March 11, 2020
|
Currency management - domestic risk currency
|
|
10
|
2841
|
March 11, 2020
|
What's the difference between riding the yield curve and Buy and hold?
|
|
4
|
2773
|
March 11, 2020
|
Reading 19 Blue box example 1
|
|
1
|
1598
|
March 10, 2020
|
Why does a Fixed (non zero) Coupon Bond's Spread Duration approximate its Modified Duration closer to Maturity
|
|
1
|
1556
|
March 10, 2020
|
Implied Forward Rate in Exhibit 19 of CFAI Curriculum Reading 20
|
|
8
|
2329
|
March 6, 2020
|
Roll Yield and the impact on hedging cost
|
|
7
|
2461
|
March 4, 2020
|
Carry trade questions - Fixed Income
|
|
5
|
2415
|
February 27, 2020
|
Inter-market carry trade
|
|
4
|
3999
|
February 21, 2020
|
Rolldown return
|
|
12
|
5191
|
February 20, 2020
|
Inter-market curve strategies
|
|
1
|
1824
|
February 14, 2020
|
Conversion factor and BPV
|
|
3
|
3226
|
February 7, 2020
|
Impact of spreads on duration
|
|
2
|
1400
|
February 5, 2020
|
dispersion statistic
|
|
2
|
1747
|
February 1, 2020
|
R19 Q4
|
|
1
|
1482
|
January 31, 2020
|
reading 20: Yield Curve Strategies: Call Option
|
|
10
|
2041
|
January 30, 2020
|
Fixed Income - over- and underhedging
|
|
4
|
2503
|
January 18, 2020
|
Hedging callable bonds with swaptions
|
|
1
|
3433
|
January 17, 2020
|
Macaulay duration vs return
|
|
3
|
2625
|
January 7, 2020
|
Leveraged portfolio return
|
|
3
|
1887
|
January 2, 2020
|
Correlation during recession
|
|
4
|
1426
|
December 30, 2019
|
Barbell vs Bullet
|
|
14
|
6439
|
December 21, 2019
|