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25CFA二级
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GD
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1.知识精讲
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06.固收 chen
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M3 Valuation and Analysis Bonds with Embedded Options
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01.Introduction 218.sz
02.Basic Concepts of Bonds with Embedded Option .sz
03.Valuation by Binomial Interest Rate Tr .sz
04.Effects of Interest Rate Volatility .sz
05.Calculation of OAS .sz
06.Application of OAS .sz
07.Effects if Changes in the Shape of Yield Cur .sz
08.Effective Duration .sz
09.Effective Convexity .sz
10.One_Sided Duration .sz
11.Key Rate Duration (1) .sz
12.Key Rate Duration (2) .sz
13.Definition and Application .sz
14.Calculation of Floater with Cap or Floor .sz
15.Ratchet Bond .sz
16.Basic Concepts of Convertible Bond .sz
17.Analysis of Convertible Bond .sz
18.Summary .sz
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