Hedge effectiveness of vanilla options, TARF & participating forwards
8 mins read A case study There are some common questions that repeatedly get posed in my treasury products class about the variations
8 mins read A case study There are some common questions that repeatedly get posed in my treasury products class about the variations
4 mins read Before the 2008 financial crisis the incentive for investors to buy mortgage backed securities was simple. For roughly the same
4 mins read The third part of the Big Short Case Study. This post traces the origin of the mortgaged backed CMO CDO CDS
7 mins read Big Short Takeaways for investors and traders – II Part two of our three part series on The Big Short
8 mins read For value investors and portfolio managers For portfolio management and fixed income students the 2008 – 2009 financial crisis represents
5 mins read So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance