|
How is callabe bond a type II liability
|
|
7
|
1772
|
June 11, 2023
|
|
Difference between LDI and ALM
|
|
5
|
2496
|
June 7, 2023
|
|
Seeking clarification on Duration Calculation in Investopedia example
|
|
7
|
1642
|
March 27, 2023
|
|
Duration of Fixed vs Floating
|
|
11
|
6190
|
March 13, 2023
|
|
2022 Boston Mock B - Q8 - Fixed Income - FX Returns
|
|
5
|
3082
|
February 17, 2023
|
|
Reading 14 Example 32
|
|
1
|
2635
|
February 15, 2023
|
|
Expected Return on Bond (credit loss)
|
|
4
|
1429
|
February 15, 2023
|
|
Excess return with volatility
|
|
5
|
3208
|
February 15, 2023
|
|
FR, Discount Margin, Zero Discount Margin
|
|
2
|
2539
|
February 11, 2023
|
|
Roll Down Return a small clarifcation
|
|
1
|
1895
|
February 5, 2023
|
|
Need help pls: R14 (VaR) EOC 21 and BB example 20
|
|
4
|
1606
|
February 3, 2023
|
|
Reading 13 Example 13
|
|
6
|
1684
|
February 1, 2023
|
|
Adding put options to bond portfolio and convexity
|
|
7
|
1993
|
January 29, 2023
|
|
Reading 13 Question 3- Swaps and durations
|
|
4
|
1344
|
January 25, 2023
|
|
Rolldown return-YC strategies
|
|
7
|
2942
|
January 25, 2023
|
|
EoC | Question 13 Yield Strategies
|
|
7
|
3905
|
January 25, 2023
|
|
Probability of default rates- fixed income
|
|
4
|
1296
|
December 29, 2022
|
|
End of Chapter | Yield Strategies Question 9
|
|
7
|
3855
|
December 4, 2022
|
|
Danny Moynahan Case Scenario
|
|
1
|
1630
|
December 1, 2022
|
|
FI - CDS basis
|
|
2
|
2852
|
November 14, 2022
|
|
Empirical Duration and High Yield Bonds - Fixed Income
|
|
12
|
5949
|
November 5, 2022
|
|
CDS Price for questions
|
|
0
|
1434
|
October 26, 2022
|
|
Bear/Bull; Steepner/Flattener
|
|
3
|
3022
|
October 11, 2022
|
|
Portfolio duration using swaps
|
|
5
|
2968
|
September 4, 2022
|
|
Interest rate duration and credit spread duration negatively correlated?
|
|
10
|
4086
|
August 26, 2022
|
|
Credit Spread versus Premium
|
|
4
|
2956
|
August 23, 2022
|
|
Pavonia Case Scenario
|
|
7
|
5160
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
2003
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3374
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2539
|
May 22, 2022
|