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.
can someone please explain the correct as well as incorrect answer?
Errata write up………..Updated:] In Example 20, the Solution (page 101 of print) should read, ...
The Modified Duration here is given 12.025 while it’s coming to 11.93?
The answer to it is C. Please explain as to why is it pay floating in domestic currency?
How is 30yr pay fixed swap a “short” duration position? please explain.
Why are barbell portfolio preferred in high yield volatility environment? Wont a bullet portfolio be better as it will bear volatility of only 1 rate.