logo

Bond Market Price and Derivatives | Assignment

   

Added on  2019-11-19

6 Pages533 Words125 Views
Running head: DERIVATIVESDerivativesName of the Student:Name of the University:Author’s Note:

DERIVATIVES1Table of ContentsAnswer A2:.....................................................................................................................................2Answer A3:......................................................................................................................................2Answer A3:......................................................................................................................................3Reference & Bibliography:..............................................................................................................5

DERIVATIVES2Answer A2:The bond market price on 11th July 2017 will be $1113.69 if the yield to maturity of theaffirmed bond is 1.858% per annum yearly compounding on the same date. The calculations arereflected in detail in the excel sheet given below:Answer A3:The relationship between the price of bond and yield to maturity is represented in the graphgiven below:1.0%1.1%1.2%1.3%1.4%1.5%1.6%1.7%1.8%1.9%2.0%2.1%2.2%2.3%2.4%2.5%2.6%2.7%2.8%2.9%3.0%95010001050110011501200Market Value vs. YTMMarket ValueYTMMarketValue

End of preview

Want to access all the pages? Upload your documents or become a member.

Related Documents
Finance Assignment | Yield To Maturity (YTM) & Market Value
|6
|613
|50

Derivative and Fixed Income Securities - Calculation, Graph and Duration
|6
|639
|381

Bond and Stock Valuation Assignment
|5
|1280
|99

Intermediate Calculations Assignment
|7
|2027
|122

Derivatives and Fixed Income Securities Assignment
|13
|2862
|32

(Solution) Financial Management- Assignment
|7
|1216
|23