Duration and Convexity | Rigorous Tools for Managing Fixed-Income Risk
Master duration and convexity to manage bond risk, anticipate rate shifts, and protect fixed-income portfolios.
Master duration and convexity to manage bond risk, anticipate rate shifts, and protect fixed-income portfolios.
Inside the collapse of major hedge funds: key causes, case studies, and the vital lessons investors must learn.
Explore Monte Carlo and machine learning simulations in finance—and why they matter for CFA exams and careers.
Explore how hedge funds use convertible bond arbitrage to profit from pricing inefficiencies between bonds and equities.
Sebastián Torres García shares how he built a CTA using AI, risk metrics, and CFA insights to deliver 24% annualized returns.
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