'Interest rate change' diaporamas de présentation

Analytics of Risk Management I: Sensitivity and Derivative Based Measures of Risk

Risk Management Lecturer : Mr. Frank Lee. Session 2. Analytics of Risk Management I: Sensitivity and Derivative Based Measures of Risk. Overview. Quantitative measures of risk - 3 main types Sensitivity and Derivative based measures of risk Sensitivity analysis Differentiation

861 views • 66 slides

489 views • 33 slides

Chapter 13 BOND PORTFOLIO MANAGEMENT The Passive and Active Stances

Chapter 13 BOND PORTFOLIO MANAGEMENT The Passive and Active Stances. OUTLINE Interest Rate Sensitivity Duration Convexity Passive Strategies Immunisation : A Hybrid Strategy Active Strategies Interest Rate Swaps. PASSIVE VERSUS ACTIVE STRATEGY

726 views • 31 slides

Chapter Three

Chapter Three. Interest Rates and Security Valuation. Various Interest Rate Measures. Coupon rate periodic cash flow a bond issuer contractually promises to pay a bond holder Required rate of return ( rrr )

280 views • 20 slides

Phillips Curve Practice

Phillips Curve Practice. and other stuff. Manipulating the PC. Movement along the SRPC caused by change in AD Contractionary fiscal or monetary policy will reduce inflation but increase u%; MOVE DOWN/RIGHT ALONG THE SRPC

505 views • 19 slides

Chapter 1 Introduction

PowerPoint Presentation Introduction to Investments Second Edition by Haim Levy Hebrew University of Jerusalem Prepared by Richard Gendreau Bemidji State University. Chapter 1 Introduction. Macroeconomic Factors Affecting Investments. Inflation Unemployment Interest Rates.

266 views • 15 slides

Duration and Interest Rate Risk

240 views • 12 slides

192 views • 12 slides

MACROECONOMICS

82 views • 8 slides