2006 FIXED INCOME FINAL EXAM
Teks penuh
Dokumen terkait
Whether it is crafts that you sell locally, babysitting or catering, you can do things that you enjoy and make a little extra money for the budget The key is to not become dependable
If you expect the spread to widen (the spread widening is the same as the yield curve steepening), you can buy the spread by going long 5-year futures and going short 10-year
Using the bid zero rates (or spot rates) confirm the price of the Mac Donald (MCD) bond of Handout 2. Interpolate the 1.5 year zero rate by averaging. You wish to hedge the
The adequate FRA to use would be the June 2007 which is tells you what the markets expects the 3-month rate to be 15 months from now... The fed requires 20 billion so there is
You need to first find the spreads over swap for 3 years and 4 years for the
What is the bond’s new price for a 50BP increase in yield using duration and convexity?. (2 points)Here are the following bids on the $70 billion face value of the 10-year
When designing your own collections class (say, a linked list), generics and parameterized types allow you to achieve type safety with just a single class definition as opposed
A. Effective duration is the appropriate duration measure for a callable bond. The duration of a callable bond is the sensitivity of the bond price to change in the yield- to-worst.
