|
Is Cash Flow matching duration matched?
|
|
1
|
1043
|
April 7, 2013
|
|
Immunization Assumption #2
|
|
1
|
810
|
April 2, 2013
|
|
Relative value methodologies
|
|
2
|
956
|
March 20, 2013
|
|
Question number 9, page 51, volume 4 curiculum
|
|
2
|
754
|
March 17, 2013
|
|
bond downgrade
|
|
8
|
940
|
March 15, 2013
|
|
Full replication and bondprices
|
|
5
|
849
|
March 13, 2013
|
|
Fixed income and equity portfolio summary
|
|
1
|
785
|
March 5, 2013
|
|
Immunization target rate of return VS YTM
|
|
40
|
1868
|
February 21, 2013
|
|
FI: Low Coupon Issues exhibit less NEGATIVE CONVEXITY
|
|
9
|
834
|
December 24, 2012
|
|
FI - New bond issuance - contracting yield - strong bond returns ?
|
|
11
|
793
|
December 18, 2012
|
|
Hedging bond with futures: yield beta
|
|
10
|
1598
|
July 16, 2012
|
|
2012 Mock q 52 MBS risk
|
|
8
|
861
|
June 2, 2012
|
|
Immunization Question.
|
|
2
|
835
|
June 1, 2012
|
|
Cap Risk
|
|
2
|
904
|
May 31, 2012
|
|
Cap Risk
|
|
0
|
882
|
May 31, 2012
|
|
callables, MBS's, convexity and all that
|
|
4
|
825
|
May 30, 2012
|
|
Dollar Duration: Does MV include Accrued Interest or not?
|
|
4
|
826
|
May 29, 2012
|
|
Present Value Distribution Matching
|
|
6
|
959
|
May 29, 2012
|
|
Is there an LOS referencing bond-equivalent yield?
|
|
4
|
867
|
May 27, 2012
|
|
Question about Contigent Immunization
|
|
16
|
852
|
May 26, 2012
|
|
spread products
|
|
3
|
808
|
May 25, 2012
|
|
Cyclical Changes vs Scarcity Value
|
|
6
|
793
|
May 23, 2012
|
|
Couldn't get the intuitive meaning - Fixed income, negative convexity - callable bonds
|
|
2
|
918
|
May 22, 2012
|
|
Why does this guy face contingent claims risk
|
|
7
|
852
|
May 21, 2012
|
|
low coupon issues exhibit less negative convexity than high coupon issues
|
|
8
|
957
|
May 21, 2012
|
|
Cyclical vs secular changes
|
|
1
|
798
|
May 19, 2012
|
|
How an additional repo affect original portfolio duration?
|
|
8
|
1094
|
May 6, 2012
|
|
CF Matching disadvantage
|
|
3
|
1109
|
April 21, 2012
|
|
Immunization basic Q
|
|
13
|
832
|
April 20, 2012
|
|
fixedincome: SS9: R23: Q15
|
|
1
|
784
|
April 19, 2012
|