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PowerPointPrsentation

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Berlin, 04.01.2006. Fu zeile. 1. Valuing Bonds. Interest Rate Risk and Duration ... THE DURATION OF A ZEROBOND. IS THE TIME TO MATURITY. Berlin, 04.01.2006 ... – PowerPoint PPT presentation

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Title: PowerPointPrsentation


1
Valuing BondsInterest Rate Risk and Duration
Duration of Bonds
Professor Dr. Rainer Stachuletz Corporate
Finance Berlin School of Economics
2
Term Structure of Interest Rates Germany
3
Bond Prices and Yields
Price
Yield
4
THE DURATION OF A ZEROBONDIS THE TIME TO
MATURITY
5
Calculation of Portfolio Values
6
The Duration of a 8 Long term Bond
7
Example Calculation of Duration
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