Fixed-Income-Portfolio-Management固定收益投资组合管理.ppt,精品课件资料 Fixed Income Portfolio Management Professor Paul Bolster Northeastern University Boston, Massachusetts USA * 精品课件资料 Fixed Income Portfolio Management What is fixed income? Valua
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CFA三级知识点必备:Fixed-income_打印版.pdf,Fixed-Income Portfolio Management CFA Bob Hong 1-29 1. Decompose expected returns 2-29 Decompose expected returns Examining these components leads to a better understanding of the driving forces behind expected
1 Roles of FI 2 FI mandate 2.1 Liability-Based Mandates 2.2 Total return Mandate 3 Leverage in FI investment 3.1 Futures 3.2 Swap 3.3 Structure 3.4 Repo——发起方A 3.5 Sec lending——发起方B 4 A Model of FI Returns R11:Introduction to Fixed-Income Portfolio Management ...
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Consequently, it is of interest to know how the entire bond (or fixed income) portfolio (or sub-portfolio) will be affected by potential changes in the interest rates. In this chapter we enter into the particulars of fixed income portfolio management, looking at bonds within a portfolio and ...
2015-03-21上传 GLOBAL FIXED INCOME PORTFOLIO MANAGEMENT-:全球固定收益投资组合管理—全球,管理,组合,Fixed,固定收益,组合管理,fixed,FIXED,全球投资,投资组合 文档格式: .pdf 文档大小: 109.65K 文档页数: 14页 顶/踩数: 0/0 收藏人数: 0 评论次数: ...
计算portfolio的OAS: 考点是组合的OAS要通过FACE VALUE到实际价格求权重,通过权重求组合的OAS 2.2 Floating-Rate Bond QM VS DM :upgrade或者downgrade时候QM和DM不同,当downgrade/discount时,P小,R大,即DM>QM。 ZDM VS DM :看MRR的变动 3 Credit Strategies ...
RA21 Fixed-Income Portfolio Management —Part I 一、整体结构 1. AO :可以选择index 作为benchmark ,一般考下午题 从passive 到active 有三步,共有5种方法 2. ALM :选择liabilities 作为benchmark ,上午下午都可能考 按照liabilities 特点分为两类single-liability, multiple-liability 3. 复习二级内容 (1)债...
5、公司理财(Corporate Finance)6、权益投资(Equity Investments)7、固定收益投资(Fixed Income)8、衍生工具(Derivatives)9、其他类投资（Alternative Investments）10、投资组合管理 (Portfolio Management)初学CFA的同学可能会觉得在CFA一级中最难的科目就是固定收益和财务了，其实财务难度还好，主要是内容比较多、而且比较...