Americans are taking advantage of high interest rates to invest more in fixed-income assets like bonds or CDs, but experts warn of higher taxes ahead.
Most liquid fixed income contracts worldwide allow you to manage interest rate risk and diversify portfolios. German government bond-based Euro-Bund, Euro-Bobl, Euro-Schatz, Euro-Buxl®. Italian, Fr...
cut rates; and 2) the Fed plans to reduce bond maturities and... cutting rates without delay to influence the real market through the real interest rates, and further tightening to directly...
직급 : 과장·부장, 고용형태 : 풀타임, 직종 : 연구, 애널리스트 및 IT, 업계 : 직원 채용
Options on fixed income futures on European government bonds are giving the buyer the right to buy or sell the underlying future at the strike price in question for hedging and strategy trading.
Fixed income refers to investments that produce steady cash flows for investors, such as fixed rate interest and dividends. Government and corporate bonds are examples.
It's an unusual environment for fixed income, but what if it starts to normalize?
In anticipation of a rising interest rate environment, fixed-income investors should consider... Related: 41 Target Maturity Bond ETFs for Rising Rates Should expectations of higher...
안녕하세요. 홍지웅 강사님 강의는 잘 듣고 있습니다. 책 81 페이지에는 Key rate Duration에 대해 아래와 같이 예제가 나와 있습니다. 위의 예에서 2년 key rate duration 구할 때 비중은 (250/300)으로 구했는데 여기서 300은 250-50+100 의 합으로 이해하고 있습니다. 그럼 만약 dollar neutral portfolio를 구축한 경우 비중을 어떻게 구하면 되나요? 예를 들어 2년물과 20년물의 포지션은 각각 long 100M으로...
Spot Rates P(t) = 1 [1+r t ]t 1 Discount Factor w/ maturity t t P(t)() : The price of a risk-free single-unit payment(e.g. €1) at time T T . Denoted by P(t)() . Spot Rate r t r : The YTM of the payment. 이것이 특정 시점 t...