Post Module Assignment Materials

  • Question in PDF Format

  • Questions as MS Word File

  • Excel Spreadsheet with Data


Materials from In-Class

  • Stock split data Excel 2010

  • Stock split data Excel 2010

  • Bond math examples

  • Duration and other examples

  • Yield curve in EMs

  • Thai inflation protected bonds

  • Equity correlation trading

  • Credit correlation trading

  • More on correlation trading

  • UBS capital market assumptions (2010)

  • SAA vs TAA

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