Fixedincome PowerPoint PPT Presentations

Interest Rate Sensitivity. Generally, when interest rates increase (yields ... Because we use a half-year interest rate of 5%, we also need to define duration ...

Duration Calculation: Example using Table 16.3. Irwin/McGraw-Hill. The McGraw-Hill ... Rule 6 The duration of a level annuity is equal to: Irwin/McGraw-Hill ...

Outstanding as of 31 Oct 05 #Issues Value (Billion Baht) Government Debt Securities : 505 2,559 ... Barbell Portfolio. Ladder Portfolio ...

Oracle Corp (NDQ ORCL) 'Defensive Buy for a Volatile Market' Agenda. Macroeconomic Analysis ... CEO Larry Ellison, an ambitious and shrewd businessman ...

A home owner who takes out a mortgage sells it to bank or lending ... with low ratings usually sell at lower prices than comparable bonds with high ratings. ...

Federal Home Loan Mortgage Corporation (Freddie Mac) ... makes minimum periodic payment (credit card receivables, some home equity loans) ...

... a more stable investment style with higher performance expectations, thus ... including close to $500MM in Denver Airport bonds which we rode to insured and ...

Features of L-T Debt. Indenture covenants ... Discount at after-tax interest rate on new debt. Covered in the Appendix to this chapter ...

Suppose that you purchase on May 8 this year a T-bond matures on August 15 in 2 years. ... Bond 1: 6% coupon rate; mature in 30 years. ...

Practical Problems with Building FixedIncome VAR Models

Summary of Expectations Regarding Future Interest Rates ... that the historical pattern of interest rate changes over the course of a ...

Understand the underlying portfolio composition of fixed income investments such as liquid funds and dynamic bond funds. Also, get details into the fund objective and the process of investment www.Quantumamc.com

interest rates less than non-convertible bonds. 9. Other Features of Bonds ... Junk bonds typically yield 3 6 percent or more. 14. Advantages and Disadvantages of Debt ...