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  1. CFA Program
  2. Level III
  3. TA4 Overview of Fixed-Income Portfolio Management

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←TA4 Overview of Fixed-Income Portfolio Management

Video moduleTA413 of 183 min

Delivery on a Fixed-Income Futures Contract

←Butterflies, Bull and Bear Steepeners FlattenersInterest Rate Swaps to Achieve a Target Duration→

With the lesson

Key points, the transcript, the notes (9 pp) and the past exam questions (26 pp) open with the lesson.

In this section

TA4 Overview of Fixed-Income Portfolio Management

13 of 18

  1. 01Overview of Fixed Income Portfolio Management NotesNotes · 9 pp
  2. 02TA4Past exam · 26 pp
  3. 03Portfolio Management Audio #1Audio · 18 min
  4. 04Immunization Single vs. Multiple LiabilitiesVideo · 3 min
  5. 05Numerical Example of ImmunizationVideo · 8 min
  6. 06Duration and ConvexityVideo · 3 min
  7. 07Leverage CalculationsVideo · 2 min
  8. 08A Model for Cash Flow MatchingVideo · 4 min
  9. 09A Model for Fixed-Income ReturnsVideo · 3 min
  10. 10Excess Spread and Top-Down Excess ReturnVideo · 3 min
  11. 11Yield Spread CalculationsVideo · 4 min
  12. 12Butterflies, Bull and Bear Steepeners FlattenersVideo · 4 min
  13. 13Delivery on a Fixed-Income Futures ContractVideo · 3 min
  14. 14Interest Rate Swaps to Achieve a Target DurationVideo · 3 min
  15. 15Variance SwapVideo · 6 min
  16. 16Portfolio Risk and ReturnVideo · 3 min
  17. 17Hedging Bond Holdings with Futures ContractsVideo · 2 min
  18. 18Oct 26, 2025Class · 2 h 12 min
Whole Level III outline→
PreviousButterflies, Bull and Bear Steepeners FlattenersTA4 · Video module · 4 minNextInterest Rate Swaps to Achieve a Target DurationTA4 · Video module · 3 min
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