Why in the 1st solution we are Buying protection on CDX IG index and selling protection ...
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for change in CDS spread formula, what is the sign convention to be used, if we ...
An investor is considering the portfolio impact of a new 12-year corporate bond position with a $75 million face value, a 3.25% coupon, current YTM of 2.85%, modified duration of 9.887, and a price of 104.0175 per 100 of ...
Can someone provide interpretation of Duration times spread (DTS)? Chapter- Overview of F.I. Portfolio Mgt.
Hi Team, Could you pls further explain the para as mentioned in attached image? I am not getting the logic of correlation in terms of equity as inflation hedge. What I know – eq. can act as inflation hedge if company can ...
In case of slowdown phase short term int rate roses and is at highest level. Long term int rate falls (that means yields is flattening). But in core it’s mentioned yield curve is inverted curve. How is this? And it also ...
can someone please explain the correct as well as incorrect answer?
Why Concentrated stock picker has more active risk and share than Concentrated factor bet.
Stuyvesant plans to transition £10 million from a UK equity fund to a US$8 million US index fund, which have benchmarks of the FTSE 100 Index and S&P 500 Index, respectively. The committee has been concerned that because of uncertainty ...