|
Curve-Adjustment Trades
|
|
4
|
988
|
October 29, 2016
|
|
A Question on Repo Collateral Liquity
|
|
5
|
1017
|
May 31, 2016
|
|
Impact of convexity mismatch and yield curve shifts
|
|
2
|
1075
|
May 30, 2016
|
|
US/Others government bond coupon frequency
|
|
2
|
855
|
May 27, 2016
|
|
Hedged Return
|
|
6
|
956
|
May 24, 2016
|
|
Credit spread tightening vs. long term interest rates
|
|
6
|
1656
|
May 23, 2016
|
|
Monthly Rate of return calculation for Bond portfolio
|
|
1
|
927
|
May 19, 2016
|
|
Liability Mimicking
|
|
6
|
989
|
May 18, 2016
|
|
Contingent Immunization
|
|
7
|
1306
|
May 17, 2016
|
|
Farro Topic test
|
|
10
|
847
|
May 16, 2016
|
|
Duration management
|
|
7
|
1036
|
May 14, 2016
|
|
Roll yield confusion
|
|
14
|
1768
|
May 14, 2016
|
|
Relative vaue methodologies Hanover-Green
|
|
1
|
865
|
May 1, 2016
|
|
This is wrong right? Over/under-hedging with a forward contract
|
|
1
|
1414
|
April 27, 2016
|
|
IRP and forward premium and discount
|
|
6
|
1042
|
April 25, 2016
|
|
Cap risk with floating sec in Fixed income ????
|
|
5
|
800
|
April 18, 2016
|
|
Credit spreads and bond's value
|
|
1
|
788
|
March 20, 2016
|
|
Margin requirement on a repo
|
|
13
|
1329
|
March 11, 2016
|
|
Currency forward discount / premium
|
|
6
|
1078
|
March 7, 2016
|
|
Parallel Shift in Yield Curve Effect on Immunization
|
|
3
|
1168
|
March 2, 2016
|
|
Multiple Liability Immunization
|
|
2
|
877
|
February 29, 2016
|
|
Credit Spreads
|
|
3
|
871
|
February 10, 2016
|
|
Fixed-Income Portfolio Management-Part II Practice Problems No.23
|
|
3
|
784
|
January 30, 2016
|
|
Present value distribution of cash flows
|
|
1
|
843
|
December 12, 2015
|
|
Multifactor model for enhanced indexing
|
|
3
|
1693
|
December 9, 2015
|
|
Understand immunization: easy example
|
|
0
|
772
|
December 1, 2015
|
|
T-BILL FUTURES
|
|
7
|
821
|
October 27, 2015
|
|
Currency hedging strategies - reading 18 example 8
|
|
3
|
1236
|
October 5, 2015
|
|
Mean reversion analysis
|
|
26
|
1273
|
June 8, 2015
|
|
Convexity of Asset and Liabilities
|
|
6
|
1836
|
June 4, 2015
|