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債券的基本概念

債券的基本概念

債券的基本概念 . 區國強. 決定債券價格的基本因素. 面值 (Par Value) 殖利率 (Coupon Interest Rate ) 到期日 (Maturity Date) 可贖回條款 (Call Provision) 信用風險 (Credit Risk). 債劵價值 (Bond valuation) . P: 價格 ; FV: 面值 ; c: 票面利率 T: 剩餘期 ; r: 利率; C: 利息給付 (C= c × FV) 則債劵價格為 「 未來現金流的現值 」. EAR vs APR .

By elijah
(197 views)

Watershed Management Runoff models

Watershed Management Runoff models

Watershed Management Runoff models. Hydrology and Water Resources, RG744 Institute of Space Technology November 13, 2013. Runoff models. Peak runoff models Provide only the estimates of peak discharge from the watershed Continuous runoff models

By fifi
(395 views)

Stochastic Simulation of Ground Motion Components for a Specified Design Scenario

Stochastic Simulation of Ground Motion Components for a Specified Design Scenario

Stochastic Simulation of Ground Motion Components for a Specified Design Scenario. Sanaz Rezaeian Armen Der Kiureghian (PI) University of California, Berkeley. Sponsor: State of California through Transportation Systems Research

By binta
(182 views)

Financial Risk Management

Financial Risk Management

Financial Risk Management . Zvi Wiener Following P. Jorion, Financial Risk Manager Handbook. FRM 2000. Capital Markets Risk Management 20 Legal, Accounting and Tax 6 Credit Risk Management 36 Operational Risk Management 8 Market Risk Management 35 Quantitative Analysis 23

By urban
(608 views)

Measuring the Interest Rate Sensitivity of Loss Reserves

Measuring the Interest Rate Sensitivity of Loss Reserves

Measuring the Interest Rate Sensitivity of Loss Reserves. Stephen P. D’Arcy, FCAS, MAAA, Ph.D. Richard W. Gorvett, FCAS, MAAA, ARM, Ph.D. University of Illinois at Urbana-Champaign Casualty Actuarial Society Miami Beach, FL May 7, 2001. Why Bother with “Duration”?.

By inga
(113 views)

債券的基本概念

債券的基本概念

債券的基本概念. 區國強. 決定債券價格的基本因素. 面值 (Par Value) 殖利率 (Coupon Interest Rate ) 到期日 (Maturity Date) 可贖回條款 (Call Provision) 信用風險 (Credit Risk). 債劵價值 (Bond valuation). P: 價格 ; FV: 面值 ; c: 票面利率 T: 剩餘期 ; r: 利率; C: 利息給付 (C= c × FV) 則債劵價格為 「 未來現金流的現值 」. EAR vs APR.

By bryony
(84 views)


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