Excel bond price
[DOC File]HOMEWORK #1
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The ask price for the bond on January 30 is at 100:02. What is the Invoice Price of the bond? The coupon period has 182 days. Compute the . Bond Price. using Excel of the bond given the following information: Settlement Date= 6/15/2009 Maturity Date= 6/15/2019 Coupon Rate= 7.250% Yield to Maturity= 7.750% Redemption value %= 100 Coupon Pmts per ...
[DOC File]The first worksheet is “Spread Trades
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PVBP on both bonds. Note that my computation of PVBP uses the Excel function MDURATION (modified duration) to compute the first derivative of the bond price with respect to the yield. Set up the spread portfolio. If we want to bet on a steepening of the yield curve, then we would be long the short end and short the long end.
[DOCX File]Homework Assignment – Week 2
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You can use the excel function =-FV(0.09,1,-80,980.3) = $988.53. You have bought this bond with a yield to maturity of 8.5%. If you are to sell the bond in one year at a price of 988.53 then you need the yield to maturity to drop to 8.35%.
[DOC File]finpko.faculty.ku.edu
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The bond’s yield assuming that it sells for its theoretical price is obtained by solving. 20×e-y×0.5+20×e-y×1+20×e-y×1.5+1020×e-y×2 = 1015.32. It is 3.18%. Problem 4.25 (Excel file) A five-year bond provides a coupon of 5% per annum payable semiannually. Its price is 104. What is the bond's yield? You may find Excel's Solver useful ...
[DOC File]Chapter 1
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We can compute the price of each bond at each YTM using Eq. 8.5. For example, with a 6% YTM, the price of bond A per $100 face value is. The price of bond D is. One can also use the Excel formula to compute the price: –PV(YTM, NPER, PMT, FV). Once we compute the price of each bond for each YTM, we can compute the % price change as. Percent ...
[DOC File]Calculating the actual price of the security in the Wall ...
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Excel. Accrued Interest. Last Coupon Date. Price from Duration Table. Less Accrued Interest. Quoted Price. Price Calculated using Excel . which matches the WSJ quote price. Macaulay Duration = Bond Price plus Accrued Interest . Next Coupon Date # Used the effective rate to be correct. Dec 10n. Wall Street Journal Quote 3/11/2007: (Understanding ...
[DOCX File]Pricing of Bonds
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Suppose that you are reviewing a price sheet for bonds and see the following prices (per $100 par value) reported. You observe what seem to be several errors. Without calculating the price of each bond, indicate which bonds seem to be reported incorrectly, and explain why.
[DOC File]Solutions Guide: This is meant as a solutions guide
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Mar 06, 2011 · Cash Flow Table Table Value* Amount Present Value Par value B.1 0.6246 $45,000 $28,107 Interest (annuity) B.3 9.3851 1,350 12,670 Price of bonds $40,777 Bond discount $ 4,223 * Table values are based on a discount rate of 4% (half the annual market rate) and 12 periods (semiannual payments).
[DOC File]Econ 175 - University of California, San Diego
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Since the bond pays coupons semiannually, it makes a payment of $40 every six months. First you need to use the information given to calculate the price, P, of the bond. The price of the bond is given by: When this evaluated in Excel, or on a financial calculator, it turns out that the price is
[DOC File]INFLATION, CASH FLOWS AND DISCOUNT RATES
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To compute a bond’s yield to maturity y using Excel, employ the IRR function; let V (e.g., $92,059,013) be the initial outlay and the be the cash returns on the investment. Interest Rate Changes and Bond …
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