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Year bond - PowerPoint PPT Presentation


www.rtsgroup.net

www.rtsgroup.net

www.rtsgroup.net. www.mexder.com. RTS Realtime Systems & MexDer present: “Accessing MexDer Today- What is on the Horizon” Thursday, October 1 st. Introduction. Jorge Alegria, CEO, MexDer John Dempsey, VP Business Development, RTS.

By paul
(329 views)

Duration

Duration

Duration. Duration is an empirical method of measuring the true life of a bond portfolio Comes into play in determining how to manage a bond portfolio. Six Propositions Regarding Interest Rate Sensitivity. Bond prices and yields are inversely related

By lysa
(107 views)

finan

finan

finan. Chapter 3: Valuing Firm Output and Pricing Securities How do you assign values to investments and opportunities and how do you compare them? . Valuation Issues 3- 2. Identifying the stream of future benefits

By Mercy
(244 views)

Mortgage-Backed and Asset-Backed Securities: High Credit Quality and Cash Flow Stability

Mortgage-Backed and Asset-Backed Securities: High Credit Quality and Cash Flow Stability

Mortgage-Backed and Asset-Backed Securities: High Credit Quality and Cash Flow Stability. Jim Womack, CFA Managing Director & Principal March 2011. Mortgage-Backed & Asset-Backed Securities Introduction: High Credit Quality and Cash Flow Stability.

By candy
(253 views)

FIN 30220: Macroeconomic Analysis

FIN 30220: Macroeconomic Analysis

FIN 30220: Macroeconomic Analysis. Using Economic Data. “There are three kinds of lies; Lies, Damn Lies, and Statistics” - Mark Twain. Principle #1: What are you trying to measure? How is your statistic defined ? Is your statistic consistent with what you are trying to measure?.

By iago
(91 views)

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.

By tass
(53 views)

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.

By iden
(83 views)

TERM STRUCTURE OF INTEREST RATES (also called YIELD CURVE)

TERM STRUCTURE OF INTEREST RATES (also called YIELD CURVE)

TERM STRUCTURE OF INTEREST RATES (also called YIELD CURVE). A PLOT OF YIELD TO MATURITY VS. MATURITY. EXPECTATIONS THEORY OF TERM STRUCTURE. Y n = the nominal bond yield for a bond covering n years r n = the expected "forward" yield for a one year bond covering the one year period n .

By kaili
(161 views)

Managing Bond Portfolios Active Management Strategies

Managing Bond Portfolios Active Management Strategies

Managing Bond Portfolios Active Management Strategies. Managing Fixed Income Securities: Basic Strategies. Active strategy Trade on interest rate predictions Trade on market inefficiencies Passive strategy Control risk Balance risk and return. Yield Curve Changes.

By berget
(247 views)

Chapter 6

Chapter 6

Chapter 6. The Risk Structure and Term Structure of Interest Rates. Risk Structure of Interest Rates. Bonds with the same maturity have different interest rates due to: Default risk Liquidity Tax considerations. Risk Structure of Interest Rates.

By abel
(229 views)

Pop Quiz 2

Pop Quiz 2

Pop Quiz 2. Questions. 1.a)Provide a definition of YTM. 1.b)What is the YTM of 5-year gov’t zero coupon bond selling at 82-21?

By makana
(111 views)

Financial Institutions and Markets

Financial Institutions and Markets

Financial Institutions and Markets. Dr. Andrew L. H. Parkes Day 3 “How do financial markets work?”. 卜安吉. Chapter 3: Bond Calculations. Bond Yields Current Yield, p. 51-2 Yield on a Discount Basis, p. 52-58 Asked Yield Covered in class. Money. Bond Yield Calculations.

By zarek
(92 views)

Long-Term Liabilities: Bonds and Notes

Long-Term Liabilities: Bonds and Notes

14. Long-Term Liabilities: Bonds and Notes. Principles of Financial Accounting, 11e Reeve • Warren • Duchac. 2. Describe the characteristics and terminology of bonds payable. 14-12. 2. Bond Characteristics and Terminology.

By leonard-gibson
(198 views)

YIELD SPREADS

YIELD SPREADS

YIELD SPREADS. Y n = Y r + I + P where Y n is the nominal yield, Y r is the real yield - yield on U.S. Treasury inflation-indexed bonds (see WSJ), I is the expected inflation rate over the life of the bond - regular Treasury yield minus inflation-indexed yield,

By vladimir-carter
(175 views)

Chapter 7 – Bond Concepts

Chapter 7 – Bond Concepts

What are they? Types and issuers Junk Convertibles Callables Asset-backed Credit ratings. Calculations YTM Price Current yield Tax impacts Relationships Price Term Type. Chapter 7 – Bond Concepts. Types of Bonds. Bond – a long-term promissory note

By ira-stuart
(94 views)

Bonds and Risk

Bonds and Risk

Bonds and Risk. Liquidity Risk Default Risk Bond rating agencies Investment grade v. junk bonds Covenants and other indentures Interest Rate Risk. Relationship Between Bond Pricing and Yield. If you can only remember one thing, remember this:

By melangell-aerona
(79 views)

FIN 30220: Macroeconomic Analysis

FIN 30220: Macroeconomic Analysis

FIN 30220: Macroeconomic Analysis. Capital Markets. Recall that production is a function of labor, capital and technology. Capital Markets determine investment, which affects the evolution of the capital stock over time. Annual Depreciation Rate. Purchases of New Capital.

By nolan-shepard
(119 views)

FINC4101 Investment Analysis

FINC4101 Investment Analysis

FINC4101 Investment Analysis. Instructor: Dr. Leng Ling Topic: Term Structure Analysis. Learning objectives. Define term structure of interest rates and yield curve. Explain the purpose of theories of the term structure Describe the expectations theory and discuss its implications.

By abbot-sanders
(131 views)

Long-Term Liabilities:  Bonds and Notes

Long-Term Liabilities: Bonds and Notes

12. Long-Term Liabilities: Bonds and Notes. Student Version. 1. Compute the potential impact of long-term borrowing on earnings per share. 12-2. 1. Bond.

By ennism
(3 views)


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