Explore the concepts of immunization and duration matching in fixed income portfolios, their applications, and limitations in managing interest rate risk and meeting future liabilities.
Explore the necessity, instruments, and techniques for hedging interest rate risk in fixed income portfolios. Learn about basis risk, hedging effectiveness, and practical applications.
Explore the intricacies of measuring interest rate risk, focusing on the inverse relationship between bond prices and interest rates, the concept of duration, and strategies to mitigate risk in bond portfolios.
Explore the intricacies of immunization strategies in bond investing, focusing on minimizing interest rate risk by matching the duration of assets and liabilities.
Explore the intricacies of laddering, barbell, and bullet strategies in bond portfolio management, focusing on interest rate risk management, investor suitability, and portfolio construction.
Explore the concepts of duration and convexity in bonds, crucial for assessing interest rate risk and managing bond portfolios effectively.
