CFA Level 1 (2009) - 5

Book 5 - Fixed Income, Derivative, and Alternative Investments

Index

u

unsecured debt 54

upgrade of a bond rating 34 upper bound for call options 201 upper bound tor put options 202

v

variation margin 181 venture capital investing 251 volatility risk 25, 36

y

yield curve risk 24, 31, 32 yield curve shapes 68 yield ratio 72

yield to call 102 yield to first call 102

yield fa maturity (YTM) 99 yield to put 103

yield to refunding 103 yield to worst 103 yield volariliry 36

z

zero-coupon bonds 12 value of 89

zero-volatiliry spread 112