'Quarterly payments' presentation slideshows

Topic Seven Hedging exposures with swaps

Topic Seven Hedging exposures with swaps. How do you convert a floating rate loan to a fixed rate loan, or a US dollar exposure to an Australian dollar exposure?. Topic Seven Sub-Topics. Converting a floating interest rate to a fixed rate Adjusting the duration of a bond portfolio

488 views • 39 slides

Lecture 6

Lecture 6. Exam in One week, will cover Chapters 1 and 2. Do Chapter 2 Self test. Review. Review Problems 2.28, 2.30(b) (reviewed other problems, took the entire class). 2.28 Compute P for:. Problem 2.30. Lecture 7. Due Tuesday Read Chapter 3 115-136 Problems 3.1, 3.2, 3.5, 3.6, 3.7.

497 views • 38 slides

Structured products Basic interest rate and currency swap products Exotic swap products

Structured products Basic interest rate and currency swap products Exotic swap products Derivatives with exotic embedded options Equity-linked notes Convertible bonds Structured convertibles Investors of convertibles: Hedging and arbitrage Presented by Yue Kuen KWOK

584 views • 37 slides

Rainbow Lake Estates

Rainbow Lake Estates. Annual Meeting October 15, 2009. Agenda. Call to Order Year In Review Review of the Proposed Budget Including Road Maintenance Plan Approval of the Proposed Budget Election of New Board Members Volunteers for ARC, LC, and SC Direction for 2010 Open Discussion

641 views • 34 slides

CONDITIONAL GRANTS & CAPITAL EXPENDITURE 1 st Quarter Report 2009/2010 GAUTENG EDUCATION

CONDITIONAL GRANTS & CAPITAL EXPENDITURE 1 st Quarter Report 2009/2010 GAUTENG EDUCATION. Content. Conditional Grants Infrastructure HIV / AIDS Nutrition Programme Capital Expenditure. CONDITIONAL GRANTS. INFRASTRUCTURE GRANT. Budget of R257, 612m was allocated.

323 views • 19 slides

232 views • 13 slides

An Introduction to Estimated Quarterly Taxes

135 views • 13 slides

138 views • 13 slides

3. A $1000 face value bond with a maturity of 2 years and a 6.8750% coupon rate paying semiannual

1. What is the retail price of a 5 year, $1,000 face value bond that with a coupon rate of 6.0000% with semi-annual payments if its current yield to maturity is 8.0000%? m = 2, T = 5; n =m x T = 10 1) Find coupon payment: CPN = FV(r CPN /m) = $1,000(0.06/2) = $30

129 views • 4 slides