CFA Fixed Income

icy har fullført Fixed Income-delen av CFA Level 1.

Status

• ✅ Fullført
• Studieperiode: mai-juni 2026

Nøkkelbegreper (oppsummert)

• Obligasjonsprising: Discounted cash flow med YTM
• Terminstruktur: Spot rates, forward rates, yield curves
• Risiko: Duration, convexity, key rate durations
• Kreditt: Credit spreads, ratings, recovery rates
• Aktiva-pant: MBS, CMO, ABS

Formler husket

Prising:

$$P = \sum_{t=1}^{n} \frac{C}{(1+y)^t} + \frac{F}{(1+y)^n}$$

Modified Duration:

$$D_{mod} = \frac{D_{mac}}{1+y}$$

Prisendring:

$$\frac{\Delta P}{P} \approx -D_{mod} \cdot \Delta y$$

Koblinger

• cfa-level-1-reisen
• mark-meldrum