Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember
