'Duration price relationship' diaporamas de présentation

945 views • 61 slides

CHAPTER 16

729 views • 39 slides

Chapter 10

Chapter 10. Bond Prices and Yields. Bond Characteristics. Face or par value Coupon rate Zero coupon bond Compounding and payments Accrued Interest Indenture. Provisions of Bonds. Secured or unsecured Call provision Convertible provision Put provision (putable bonds)

343 views • 26 slides

CHAPTER 10

CHAPTER 10. Managing Bond Portfolios. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

312 views • 22 slides

Ch11

Ch11. Managing Bond Portfolios. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

1.12k views • 20 slides

Chapter 11

Chapter 11. Managing Fixed-Income Investments. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

334 views • 20 slides

CHAPTER 10

CHAPTER 10. Managing Bond Portfolios. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

195 views • 19 slides

Chapter 16

Chapter 16. Fixed-Income Portfolio Management. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

280 views • 17 slides

Chapter 14

Chapter 14. Bond Prices and Yields. Provisions of Bonds. Secured or unsecured Call provision Convertible provision Put provision (putable bonds) Floating rate bonds Sinking funds. Bond Pricing. P B = Price of the bond C t = interest or coupon payments

237 views • 16 slides

Chapter 11

Chapter 11. Managing Fixed-Income Investments. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Bond Pricing Relationships.

198 views • 12 slides