Bond valuation

PrivateBanker.ro Interest Rates and Bond Valuation

Key Concepts and Skills ,[object Object],[object Object],[object Object],[object Object],[object Object]

Outline ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Definitions ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Present Value of Cash Flows as Rates Change ,[object Object],[object Object],[object Object],[object Object]

Valuing a Discount Bond with Annual Coupons ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Valuing a Premium Bond with Annual Coupons ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Graphical Relationship Between Price and Yield-to-maturity Bond Price Yield-to-maturity

Bond Prices: Relationship Between Coupon and Yield ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Example ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Coupon rate= 14%, semiannual coupons, YTM=16% Maturity= 7 years Par value=1000$

Interest Rate Risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Computing Yield-to-maturity ,[object Object],[object Object],[object Object]

YTM with Annual Coupons ,[object Object],[object Object],[object Object],[object Object]

YTM with Semiannual Coupons ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Current Yield vs. Yield to Maturity ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Pricing Theorems ,[object Object],[object Object],[object Object]

Bond Prices with a Spreadsheet ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Differences Between Debt and Equity ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

The Bond Indenture ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Classifications ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Characteristics and Required Returns ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Ratings – Investment Quality ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond Ratings - Speculative ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Zero-Coupon Bonds ,[object Object],[object Object],[object Object],[object Object],[object Object]

Floating Rate Bonds ,[object Object],[object Object],[object Object],[object Object],[object Object]

Other Bond Types ,[object Object],[object Object],[object Object],[object Object],[object Object]

Other Bond Types ,[object Object],[object Object]

Other Bond Types ,[object Object],[object Object],[object Object],[object Object]

Bond Markets ,[object Object],[object Object],[object Object],[object Object]

Inflation and Interest Rates ,[object Object],[object Object],[object Object]

The Fisher Effect ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Example: Fisher Effect ,[object Object],[object Object],[object Object],[object Object]

Term Structure of Interest Rates ,[object Object],[object Object],[object Object],[object Object],[object Object]

Factors Affecting Required Return ,[object Object],[object Object],[object Object],[object Object]

Recapitulations questions ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Bond valuation

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Bond valuation