Bullet Strategy vs Barbell Strategy: A Relative Comparison
1. Context
In this video from FRM Part 1 curriculum, we take a comparative look at the Bullet strategy and the Barbell strategy, how they are implemented and the relative advantages and disadvantages of each for different interest rate outlooks or forecasts. This video is included in the FRM Part 1 preparation course. The details of the reading in which this topic appears are given below:
| Area | Financial Markets and Products |
| Reading | Applying Duration, Convexity and DVO1 |
| Reference | Chapter 10. Applying Duration, Convexity and DVO1 In GARP Official Books (FRM Part I, FMP section) (GARP, 2020). |