'Same maturity' presentation slideshows

Chapter 8

Chapter 8. Bond Investment Strategies. Types of Bond Strategies. Active Strategies Passive Strategies Hybrid Strategies. Types of Bond Strategies. Active Strategies : Strategies that involve taking active bond positions with the primary objective of obtaining an abnormal return.

1.97k views • 157 slides

1.1k views • 87 slides

International Financial Markets 3. Macro Economic Policy and International Financial Markets

International Financial Markets 3. Macro Economic Policy and International Financial Markets. 3. Macro Economic Policy and International Financial Markets. 3. Macro Economic Policy and International Financial Markets 3.1. How Central Banks Work

534 views • 35 slides

Review of last class

Review of last class. Use of arbitrage pricing: if two portfolios give the same payoff at some future date, then they must be priced the same. We derived the put-call parity for European options using this principle: Put Call Parity: C - P = S - PV(div) - PV(X)

358 views • 21 slides

Class Business

Class Business. Upcoming Groupwork Course Evaluations. Stock Price Tree. Option Price Tree. Binomial Option Pricing: Call Option on Dell. Find value of a corresponding call option with X=65:. 66. 1. H. 60. ?. L. 54. 0. Binomial Option Pricing: Call Option on Dell.

330 views • 20 slides

Valuation DB Pensions

Valuation DB Pensions. Con Keating TUC conference, London, 2013 con.keating@brightonrockgroup.co.uk. Valuation is a Dark Art Comparison of Current and Possible Methods. An accurate and unbiased approach The method. Start with the primary fair value condition

198 views • 11 slides