Bond Portfolio Management Active & Passive Strategies
1 CHAPTER 8 Bond Valuation and Risk. 2 CHAPTER 8 OVERVIEW This chapter will: A. Explain how debt securities are priced B. Identify the factors that affect.
Chapter 11 Managing Bond Portfolios Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved.McGraw-Hill/Irwin.
Copyright 2015 by Diane S. Docking 1 Bond Valuation.
Chapter 19: Commercial Mortgage Economics & Investment.
Dr. Himanshu Joshi. Change in interest rates results in change in prices of bonds in reverse direction. Interest rate increase = Price will fall to.
Duration, Convexity and Immunization
Managing Bond Portfolios
