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Investment Analysis and Portfolio Management First Canadian Edition

Investment Analysis and Portfolio Management First Canadian Edition

Investment Analysis and Portfolio Management First Canadian Edition By Reilly, Brown, Hedges, Chang. 12. Chapter 12 The Analysis and Valuation of Bonds. Bond Valuation and Bond Yields Computing Bond Yield Calculating Future Bond Prices What Determines Interest Rates

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614 views • 46 slides
Objectives:

Objectives:

Measuring Interest Rate Risk. Objectives: Consider the relationship between the yields of different maturity zero coupon bonds: the Expectations Hypothesis. Understand the interest rate risk of zero coupon bonds and the risk-adjusted Expectations Hypothesis.

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457 views • 40 slides
Objectives:

Objectives:

Measuring Interest Rate Risk. Objectives: Consider the relationship between the yields of different maturity zero coupon bonds: the Expectations Hypothesis. Understand the interest rate risk of zero coupon bonds and the risk-adjusted Expectations Hypothesis.

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526 views • 39 slides
The Yield Curve

The Yield Curve

The Yield Curve. Yield Curve (Term Structure of Interest Rates): A plot of the interest rates of Treasury Bills and Treasury Bonds versus their maturities at a point in time. Yield Curve: An Example. Term (years) Interest Rate (%) 0.25 3.62

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718 views • 24 slides
Term Structure: Theoretical Challenges

Term Structure: Theoretical Challenges

Term Structure: Theoretical Challenges. Research Evidence. A number of studies reject the unbiased expectations hypothesis and find that the yield curve does not have significant predictive power in forecasting interest rates.

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188 views • 9 slides

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