|
Credit strategies
|
|
11
|
1432
|
June 4, 2018
|
|
Yield Curve Changes
|
|
4
|
1309
|
June 3, 2018
|
|
Convexity
|
|
4
|
1713
|
June 2, 2018
|
|
Cleared- Credit strategies Q5
|
|
6
|
1286
|
June 2, 2018
|
|
Credit strategies answered
|
|
6
|
1197
|
June 2, 2018
|
|
Both high-yield and investment-grade bonds are quoted as spreads over benchmark government bonds?
|
|
7
|
2011
|
June 1, 2018
|
|
[ANSWERED] Buy Convexity
|
|
7
|
4057
|
June 1, 2018
|
|
swaptions
|
|
3
|
1033
|
May 30, 2018
|
|
2018 Mock exam PM- fixed income
|
|
1
|
1181
|
May 30, 2018
|
|
Fixed income
|
|
1
|
1038
|
May 29, 2018
|
|
365 days vs 360 days
|
|
2
|
2481
|
May 28, 2018
|
|
Reading 24 - EOC problem 12, bottoms up approach
|
|
1
|
1126
|
May 27, 2018
|
|
Selling Convexity
|
|
3
|
1268
|
May 27, 2018
|
|
Fixed Income benchmark spread versus G spread
|
|
2
|
3957
|
May 27, 2018
|
|
FIxed Income - Page 140 ??
|
|
2
|
1025
|
May 26, 2018
|
|
Yield curve strategies
|
|
1
|
1088
|
May 25, 2018
|
|
Reading 22 Exhibit 16
|
|
0
|
978
|
May 23, 2018
|
|
FI Portf. Convexity and Dispersion regarding Single liab. immunization
|
|
5
|
1415
|
May 22, 2018
|
|
Hedge Ratio for Immunization
|
|
1
|
1463
|
May 20, 2018
|
|
Yield Curve - Curvature (+condor)
|
|
2
|
4124
|
May 20, 2018
|
|
Spread Duration for IG Bonds
|
|
4
|
1789
|
May 20, 2018
|
|
Liability Driven Example 3 Chapter 22
|
|
1
|
1084
|
May 16, 2018
|
|
Liability-Driven
|
|
1
|
1088
|
May 15, 2018
|
|
Potential ERRATUM Level III; Volume 4, Reading 24 Section 4.1.4 Pg 212
|
|
2
|
1070
|
May 14, 2018
|
|
minimum-variance hedge ratio
|
|
2
|
1832
|
May 10, 2018
|
|
CDO Waterfall
|
|
2
|
1287
|
May 8, 2018
|
|
Bond: Price and yield
|
|
3
|
1164
|
May 8, 2018
|
|
Bullet, laddered and barbell strategies
|
|
4
|
4994
|
May 7, 2018
|
|
Higher spread - a positive for Excess Return Model?
|
|
3
|
1754
|
May 6, 2018
|
|
LOS 23.c formulate portfolio positioning strategy given forward interest rates
|
|
3
|
1451
|
May 6, 2018
|