|
Macauley Duration or Money duration must match?
|
|
7
|
1812
|
November 4, 2020
|
|
2020 Level 3: Schweser Book #3, Page 75
|
|
1
|
1437
|
October 31, 2020
|
|
Carry Trade Details
|
|
3
|
1454
|
October 30, 2020
|
|
Callable bonds and interest rate volatility
|
|
4
|
1562
|
October 24, 2020
|
|
Callable debt has a smaller option-adjusted spread than comparable non-callable debt.
|
|
13
|
3388
|
October 24, 2020
|
|
Duration Gap Formula and Investment Horizon vs. Macaulay Duration
|
|
0
|
1656
|
October 22, 2020
|
|
Currency Hedging in fixed income
|
|
0
|
1907
|
October 22, 2020
|
|
Fixed income reinvestment rate risk
|
|
2
|
1654
|
October 21, 2020
|
|
Duration & currency neutral
|
|
0
|
2005
|
October 20, 2020
|
|
Callable bonds outperformace
|
|
5
|
2067
|
October 19, 2020
|
|
Re-investment Risk - Bullet vs. Barbell vs. Ladder
|
|
7
|
4191
|
October 16, 2020
|
|
Cross-currency carry trade & hedging
|
|
5
|
2531
|
October 10, 2020
|
|
LDI CF matching
|
|
2
|
1824
|
October 4, 2020
|
|
Fixed Income - Cash Flow Matching Defeasance
|
|
1
|
1732
|
October 4, 2020
|
|
When to use key rate duration to immunize a portfolio?
|
|
0
|
1690
|
October 1, 2020
|
|
Convexity and barbell portfolio (tough)
|
|
2
|
2488
|
September 27, 2020
|
|
Why would a near-the-money call option on Treasury bond futures add convexity?
|
|
2
|
1882
|
September 26, 2020
|
|
Reading 20 Yield Curve Strategies, Footnote 11
|
|
1
|
1619
|
September 23, 2020
|
|
Reading 20 practice question 26
|
|
0
|
1801
|
September 17, 2020
|
|
Reading 20 page 204:Use modified duration or embedded duration?
|
|
1
|
1598
|
September 15, 2020
|
|
Credit Strategies Eoc #3
|
|
2
|
1624
|
September 11, 2020
|
|
Correlation between bond and liability
|
|
0
|
1621
|
September 10, 2020
|
|
FI Performance Evaluation
|
|
5
|
1713
|
September 8, 2020
|
|
Interpolated Yield- Reading 21
|
|
2
|
1792
|
September 7, 2020
|
|
Reading 19-Page 65-Example 3
|
|
2
|
1743
|
September 5, 2020
|
|
Intermarket Market Positioning
|
|
1
|
1857
|
September 4, 2020
|
|
Fixed income section:
|
|
2
|
1831
|
August 21, 2020
|
|
Delta of a Convertible Bond
|
|
4
|
3744
|
August 20, 2020
|
|
R 20-Yield Curve Strategies
|
|
6
|
1769
|
August 15, 2020
|
|
R 20-Yield Curve Strategies-
|
|
3
|
1646
|
August 15, 2020
|