'Bond trades' diaporamas de présentation

Secondary Transaction Costs in Bonds

Secondary Transaction Costs in Bonds. Larry Harris. Formal Disclaimer. The Securities and Exchange Commission, as a matter of policy, disclaims responsibility for any private publication or statement by any of its employees.

1.02k views • 91 slides

Market Microstructure Daniel Sungyeon Kim

Market Microstructure Daniel Sungyeon Kim. Short Selling. Q: What is short selling?. Short Selling. Q: How is short selling done?. Short Selling. Why short sell?. Historical Record. Over the last 80 years: Average return on large stocks = 12.0% / year

482 views • 38 slides

Bond Price Volatility

Bond Price Volatility. Chapter 4. Price Volatility Characteristics. Price Volatility of Option-Free Bond. Although the prices of all option-free bonds move in opposite direction from the change in yield required, the % price change is not the same for all bonds.

1.43k views • 26 slides

Chapter 2

Chapter 2. Securities and Markets Formula for simple return(holding period return) (Price New-Price Old)/Price Old+Dividends/Price Old= Percentage Capital Gain+dividend yield=Total Percentage Return (note if period is 1 month, must multiply by 12 to get annual return). Securities.

372 views • 8 slides

Previous coupon payment

265 views • 3 slides