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11:12
Fixed Income: Term Structure Scenarios (FRM T4-30)
3.4K views
May 3, 2019
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Bionic Turtle
16:33
Fixed Income: Infer discount factors, spot, forwards and par rat
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Apr 18, 2019
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Fixed Income: Duration and Convexity Summary (FRM T4-42)
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Fixed Income: Simple bond illustrating all three durations (effe
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Fixed Income: Effective duration (FRM T4-34)
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Fixed Income: Hedging the DV01 (FRM T4-33)
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May 16, 2019
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19:05
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Fixed Income: Arbitrage to exploit violation of law of one price (FRM
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Apr 10, 2019
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30:28
Fixed Income: Key rate shift technique (FRM T4-43)
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Aug 5, 2019
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9:46
Fixed income: bond spread (FRM T4-28)
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Apr 26, 2019
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Bionic Turtle
19:17
Fixed Income: Duration plus convexity to approximate bond pri
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7.8K views
Jun 20, 2019
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Fixed Income: Gross versus net realized return (FRM T4-27)
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Apr 25, 2019
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19:43
Fixed income: Carry roll down (FRM T4-31)
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May 9, 2019
YouTube
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17:17
Fixed Income: Yield to Maturity (FRM T4-29)
3K views
May 2, 2019
YouTube
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12:33
Fixed income: Bond DV01 (aka, price value of basis point, FRM T4
…
25.2K views
May 12, 2019
YouTube
Bionic Turtle
24:48
Fixed Income: Bullet versus Barbell Bond Portfolio (FRM T4-40)
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Jul 10, 2019
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12:22
Fixed Income: Twists are steepening or flattening of the yield curve (FR
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Apr 4, 2019
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15:17
Fixed Income: Analytical Convexity; aka, modified convexity (FRM T4-41)
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Jul 18, 2019
YouTube
Bionic Turtle
9:46
Fixed Income: Maturity versus Bond Price (FRM T4-26)
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Apr 19, 2019
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8:07
Fixed income: Effective Convexity (FRM T4-37)
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Jun 11, 2019
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21:26
Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
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Oct 16, 2019
YouTube
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11:41
Fixed Income: Bond's full/flat price on settlement date (FRM T4-22)
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Mar 27, 2019
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Bionic Turtle
15:26
Fixed income: Law of One Price (FRM T4-21)
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Mar 21, 2019
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8:53
14 Days of CFA: Simply Calculating Macaulay Duration
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May 8, 2025
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FRM: How to value an interest rate swap
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May 22, 2008
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