Project #92175 - Fixed Income

PRIORITY over problems #6,9,10 and 12....File #1 is the actual assignment, Files 2 and 3 are supplementary powerpoints

Fixed Income homework. Problems include:

1. Duration, Convexity calculations

2. Price change with yield change

3. Conceptual question on interest rate volatility and price volatility

4. Par yield given spot rates

5. Finidng Spot ratesusing interpolation method

6. 3 month and 6 moth zero rates

7. Price at horizon, annualized rate of return

8. Pri ce of zero bond, Macauly duration and modified duration

9. Hedge Ratio of portfolio

10. Converting tick marks to price %

11. P&L for FRA contracts

12. Forward rate given 2 adjacent zero rates

Subject Business
Due By (Pacific Time) 11/12/2015 02:00 pm
Report DMCA
TutorRating
pallavi

Chat Now!

out of 1971 reviews
More..
amosmm

Chat Now!

out of 766 reviews
More..
PhyzKyd

Chat Now!

out of 1164 reviews
More..
rajdeep77

Chat Now!

out of 721 reviews
More..
sctys

Chat Now!

out of 1600 reviews
More..
sharadgreen

Chat Now!

out of 770 reviews
More..
topnotcher

Chat Now!

out of 766 reviews
More..
XXXIAO

Chat Now!

out of 680 reviews
More..
All Rights Reserved. Copyright by AceMyHW.com - Copyright Policy