Scribd Logo
Upload

Welcome to Scribd!

  • Assignment

    Uploaded by

    manmeethora
    14 views1 page
    Consider a Bond of Face Value 1000 Rs and Coupon 6% With a maturity of 5 years. Prepare a one way table of prices for the bond keeping the coupon fixed and v arying the YTM from 5 to 10%.

    Original Description:

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    TXT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    Consider a Bond of Face Value 1000 Rs and Coupon 6% With a maturity of 5 years. Prepare a one way table of prices for the bond keeping the coupon fixed and v arying the YTM from 5 to 10%.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    14 views1 page

    Assignment

    Uploaded by

    manmeethora
    Consider a Bond of Face Value 1000 Rs and Coupon 6% With a maturity of 5 years. Prepare a one way table of prices for the bond keeping the coupon fixed and v arying the YTM from 5 to 10%.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Consider a Bond of Face Value 1000 Rs and Coupon 6% With a maturity of 5 years. 1.

    Prepare a one way table of prices for the bond keeping the coupon fixed and v arying the YTM from 5 to 10% 2. Prepare a two way price table of the bond changing both the coupon (6 to 10%) and the YTM( 5 to 10%) 3. Calculate the modified duration and prepare a one way table for duration and convexity (Changing YTM) 4. Prepare a two way table for modified duration and convexity changing YTM and coupon Prepare Graphs for the bond price vs YTM, Duration and Convexity

    You might also like