'Bond price sensitivity' presentation slideshows

Interest Rates and Bond Valuation

Interest Rates and Bond Valuation. Key Concepts and Skills. Know the important bond features and bond types Understand bond values and why they fluctuate Understand bond ratings and what they mean Understand the impact of inflation on interest rates

720 views • 54 slides

Managing Bond Portfolios

Managing Bond Portfolios. Market / interest rate risk Duration and Convexity Passive Management Active Management. Market/Interest Rate Risk. Biggest risk faced by bondholders Two components: Bond price risk If selling before maturity, uncertainty about the price: capital gain/loss

442 views • 27 slides

Managing Bond Portfolios

Managing Bond Portfolios. Market / interest rate risk Duration and Convexity Passive Management Active Management. Market/Interest Rate Risk. Biggest risk faced by bondholders Two components: Bond price risk If selling before maturity, uncertainty about the price: capital gain/loss

479 views • 26 slides

Derivatives

358 views • 17 slides