Investments, 8 th edition Bodie, Kane and Marcus Slides by Susan Hine McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All rights.
frbclv_wp1986-04.pdf
Interest-Rate Risk II. Duration Rules Rule 1: Zero Coupon Bonds What is the duration of a zero-coupon bond? Cash is received at one time t=maturity weight.
17 -1 Chapter 17 Charles P. Jones, Investments: Analysis and Management, Eleventh Edition, John Wiley & Sons.
1- maturity maintenance maturity offspring maturation reproduction Standard DEB model foodfaeces assimilation reserve feeding defecation structure somatic.
Yields & Prices: Continued Chapter 11. Learning Objectives Understand interest rate risk and the key bond pricing relation Compute and understand the.
Managing Bond Portfolios. 13.1 INTEREST RATE RISK.
CHAPTER 16
TOPIC: COST OF FINANCIAL CAPITAL BASICS I. DETERMINANTS OF MARKET INTEREST RATES (k) [Also referred to as Quoted or Nominal interest rates] RW Melicher.
Interest-Rate Risk II
Standard DEB model
Managing Bond Portfolios
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