The Big Short case study
8 mins read For value investors and portfolio managers For portfolio management and fixed income students the 2008 – 2009 financial crisis represents
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 We will look at two methods to calculate the value at risk of bonds. There are two common challenges that
3 mins read a. How to determine Forward Rates from Spot Rates The relationship between spot and forward rates is given by the
2 mins read Bond Convexity calculation example A working example of bond convexity and sensitivity calculation. Earlier we had reviewed the calculation process