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Classroom Contents
Liability-Driven and Index-Based Strategies for Fixed-Income Portfolio Management - Part 2
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- 1 Introduction
- 2 LiabilityDriven Investing
- 3 Measuring Retirement Benefits
- 4 Effective Duration Formula
- 5 Duration Gap
- 6 Number of Futures Contracts
- 7 SW Options
- 8 Airline Story
- 9 Model Risk
- 10 Spread Risk
- 11 Indexing
- 12 Duration convexity relationship
- 13 Full replication
- 14 Total return swaps
- 15 Enhanced indexing
- 16 Callable bonds
- 17 Policy statement
- 18 Bums
- 19 Recap
