'Pure discount bond' diaporamas de présentation

Interest Rates and Swaps

Interest Rates and Swaps. Term Structure Analysis. Term-Structure. It refers to the relationships of YTM of default free bonds and their maturities Spot rate of interest: YTM on pure discount bonds spot curve Application:

896 views • 58 slides

Bond Valuation, Yields, and Duration

Bond Valuation, Yields, and Duration. Judson W. Russell, Ph.D., CFA University of North Carolina-Charlotte. Valuation Review. Value is simply the present value of expected future cash flows Finding the Present Value of Cash Flows (Discounting). Valuation Review.

478 views • 37 slides

Interest Rates

Interest Rates . Interest Rate. An interest rate is the amount of money a borrower promises to pay the lender. Depends on Inflation Risk premium (credit default risk). Types of Rates. Treasury rates (the rates an investor earns on Treasury bills or bonds)

442 views • 23 slides

Valuation of Bonds

Valuation of Bonds. Bond Key Features. Bond - a term promissory note - loan agreement - a contract- specifying loan amount, methods of payment and interest if any. Most common Bond features: Par value: Face amount; paid at maturity. Assume $1,000.

300 views • 18 slides

185 views • 8 slides