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Convexity assets - PowerPoint PPT Presentation

Exam FM/2 Review Cash Flows, portfolios, duration, & immunization

Exam FM/2 Review Cash Flows, portfolios, duration, & immunization. Cash Flows. Net Present Value method = Calculate present value of cash flows; interest rate is given Internal Rate of Return = Interest rate where Net Present Value is zero. Interest Measurements.

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Convexity assets - PowerPoint PPT Presentation

Exam FM/2 Review Cash Flows, portfolios, duration, &amp; immunization

Exam FM/2 Review Cash Flows, portfolios, duration, & immunization