|
FI - CF matching and multiple liability immunization
|
|
3
|
841
|
April 19, 2012
|
|
SS9: Reading 24: page 101, question 17
|
|
1
|
767
|
April 19, 2012
|
|
3rd and 4th extentions to classical immunization
|
|
2
|
800
|
April 13, 2012
|
|
Maturity variance CFAI vs SCH
|
|
4
|
912
|
April 12, 2012
|
|
low coupon issues exhibit less negative convexity
|
|
22
|
1851
|
April 10, 2012
|
|
Modified Duration of Liability
|
|
10
|
2066
|
April 9, 2012
|
|
questions on bond indexing
|
|
3
|
1125
|
April 7, 2012
|
|
Any ques on Maturity Variance - Immunization risk measure
|
|
0
|
782
|
April 5, 2012
|
|
Where did I see this contingent immunization problem?
|
|
4
|
790
|
April 4, 2012
|
|
Dollar Safety Margin
|
|
11
|
925
|
April 2, 2012
|
|
Investment horizon (in ALM)
|
|
5
|
888
|
March 25, 2012
|
|
Reading 23 Example 6 (Volume 4)
|
|
1
|
797
|
March 23, 2012
|
|
Question 14 on CFAI page 91
|
|
1
|
799
|
March 22, 2012
|
|
Spreads and interest rates
|
|
4
|
739
|
March 21, 2012
|
|
Immunization: Portfolio Duration vs Liability Duration
|
|
13
|
1385
|
March 15, 2012
|
|
Dollar Duration and Rebalancing Ratio
|
|
14
|
1795
|
March 14, 2012
|
|
Contradiction (Book 4)
|
|
7
|
808
|
March 8, 2012
|
|
fixed income page 91
|
|
0
|
788
|
March 6, 2012
|
|
Contingent Immunization
|
|
3
|
756
|
March 4, 2012
|
|
Duration Spreads
|
|
5
|
787
|
March 2, 2012
|
|
Break even analysis
|
|
19
|
807
|
March 1, 2012
|
|
Immunization: target return
|
|
5
|
797
|
February 29, 2012
|
|
Duration
|
|
1
|
758
|
February 25, 2012
|
|
Contingent Immunization Safety Margin Calculation (CFAI vol 4, page 37)
|
|
5
|
890
|
February 20, 2012
|
|
Classical Single Period Immunization (Vol 4, Pg 31, Example 7)
|
|
7
|
1051
|
February 19, 2012
|
|
Spread duration
|
|
15
|
1441
|
February 14, 2012
|
|
Hedged Return (receive to hedge a bond?)
|
|
4
|
819
|
February 9, 2012
|
|
FIXED INCOME CFAI Material page no 82 confusing stuff for PUTABLES
|
|
2
|
776
|
February 6, 2012
|
|
Book 4 page 96 question 26
|
|
5
|
775
|
January 18, 2012
|
|
Duration, Dollar Duration & Rebalancing in ALM
|
|
0
|
821
|
January 4, 2012
|