|
Convexity
|
|
2
|
1193
|
February 18, 2019
|
|
Interest rate immunization - single liability
|
|
1
|
1150
|
February 15, 2019
|
|
Valuing TIPS
|
|
0
|
1047
|
February 13, 2019
|
|
A question about selecting a yield curve strategy that would most likely realize the highest profit
|
|
3
|
1208
|
February 9, 2019
|
|
Total expected return - expected duration vs current duration
|
|
7
|
1770
|
February 8, 2019
|
|
Carry
|
|
4
|
1380
|
February 7, 2019
|
|
A question about the model risk and spread risk associated with assumptions
|
|
3
|
1923
|
February 7, 2019
|
|
Reading 24 -- BB 8, question 1
|
|
5
|
1152
|
February 4, 2019
|
|
Decomposing Expected Return (Bonds)...ModDur or Eff.Dur to be used?
|
|
5
|
1467
|
February 4, 2019
|
|
Spread risk vs credit migration risk
|
|
1
|
1461
|
February 3, 2019
|
|
yield curve stretegies
|
|
3
|
1112
|
January 31, 2019
|
|
Question about Yield Curve Strategies (Reading 24)
|
|
4
|
1299
|
January 29, 2019
|
|
Interest rate immunization - duration matching
|
|
2
|
1237
|
January 28, 2019
|
|
Fixed Income Reading 24 EOQs 25-32
|
|
1
|
1224
|
January 21, 2019
|
|
Effect of yield curve change on portfolio
|
|
4
|
1781
|
January 20, 2019
|
|
negative duration of high yield bond
|
|
14
|
4602
|
January 19, 2019
|
|
Reinvestment Risk vs. Price Risk
|
|
5
|
2030
|
January 11, 2019
|
|
smaller 90% hedge to improve performance
|
|
2
|
1090
|
January 11, 2019
|
|
More Carry trade
|
|
2
|
1332
|
January 10, 2019
|
|
Carry trade
|
|
4
|
1957
|
January 10, 2019
|
|
Yield curve strategies
|
|
2
|
1357
|
January 9, 2019
|
|
Reading 24 Practice Problem 7
|
|
9
|
1476
|
January 9, 2019
|
|
Partial PVBP and Money duration
|
|
2
|
1526
|
January 6, 2019
|
|
bond immunization portfolios
|
|
5
|
1492
|
January 3, 2019
|
|
Possible Erratum in Fixed Income volume 4 Reading 23
|
|
5
|
1203
|
December 13, 2018
|
|
Money duration
|
|
5
|
1221
|
December 12, 2018
|
|
Yield curve strategies
|
|
3
|
1367
|
November 28, 2018
|
|
Liability driven investing
|
|
3
|
1212
|
November 28, 2018
|
|
HY vs inv grade bonds
|
|
0
|
1225
|
November 24, 2018
|
|
Interest rate immunization as zero replication
|
|
6
|
2390
|
November 10, 2018
|