'Coupon date' presentation slideshows

Tarheel Consultancy Services

Tarheel Consultancy Services. Manipal, Karnataka. Corporate Training and Consulting. Course on Fixed Income Securities. For XIM -Bhubaneshwar. For. PGP-II 2003-2005 Batch Term-V: September-December 2004. Module-I. Part-IV Prices & Yields: Advanced Concepts.

1.11k views • 97 slides

Part - IX Fundamentals of Debt Securities

804 views • 65 slides

CHAPTER THIRTEEN

CHAPTER THIRTEEN. FIXED-INCOME ANALYSIS. SAVINGS DEPOSITS. COMMERCIAL BANKS their financial products include various fixed-income securities, such as demand deposits time deposits certificates of deposit. SAVINGS DEPOSITS. COMMERCIAL BANKS

395 views • 26 slides

Valuation

Valuation. What determines the price of a bond? Contract features: coupon, face value (FV), maturity Risk-free interest rates in the economy (US treasury yield curve) Credit risk premium (risk premium required for default risk of firm). Terminology and Conventions.

346 views • 20 slides

Exam FM/2

Exam FM/2. PSU Study Session Fall 2010 Dan Sprik. Outline. 3 formulas for pricing bonds Amortization of Premium / Accumulation of Discount Dealing with callable bonds 7 SoA practice problems (or until we run out of time). Bonds. n = number of periods (term of bond)

723 views • 16 slides