10 BÜCHER, DIE MIT «ZERO-COUPON BOND» IM ZUSAMMENHANG STEHEN
Entdecke den Gebrauch von
zero-coupon bond in der folgenden bibliographischen Auswahl. Bücher, die mit
zero-coupon bond im Zusammenhang stehen und kurze Auszüge derselben, um seinen Gebrauch in der Literatur kontextbezogen darzustellen.
1
Understanding Credit Derivatives and Related Instruments
Zero-coupon bond prices can be thought of as discount factors that can be
applied to future payments in order to express them in today's dollars. For
instance, the present value of $1 to be received in one-year's time is, by definition
, simply ...
Antúlio Neves Bomfim, 2005
2
Investments: An Introduction
This edition provides an inviting, comprehensive approach to investments -- from the fundamentals students need to master for success on the CFP exam to more advanced topics. edition an ideal, understandable choice for business students as ...
3
Pricing and Hedging Interest and Credit Risk Sensitive ...
If, say, the replicating portfolio's price was too high, then we should sell the
replicating portfolio and simultaneously buy the zero coupon bond that underlies
the term structure. By definition, this position pays us money, yet we have no risk
since ...
4
Modeling Fixed-income Securities and Interest Rate Options
we see that expression (16.2) requires that a zero-coupon bond price is
estimated for each coupon payment date for each of the coupon bonds under
consideration. This is a lot of zero-coupon bonds. For example, in Table 16.1, the
coupon ...
5
Wall Street Words: An A to Z Guide to Investment Terms for ...
Buy a zero-coupon bond with a 25-year maturity and watch the price plummet if
market interest rates increase. Of course, the opposite also holds true. A long-
term zero- coupon bond will produce substantial gains in value when market
rates of ...
6
Interest Rate Risk Modeling: The Fixed Income Valuation Course
Using the different values of V corresponding to different zero-coupon bond
options, the results given earlier can be applied for estimating the duration vector
of a cap, which is represented as a portfolio of European puts. Similarly, the
duration ...
Sanjay K. Nawalkha, Gloria M. Soto, Natalia K. Beliaeva, 2005
7
Advanced Fixed Income Analysis
Bond prices as a function of spot and forward rates In this section we describe the
relationship between the price of a zero-coupon bond and spot and forward rates
. We assume a risk-free zero-coupon bond of nominal value £1, priced at time t ...
8
Investment Philosophies: Successful Strategies and the ...
Like the zero-coupon bond, the default-free coupon bond should have a value
that varies inversely with the yield to maturity. As we will see shortly, because the
coupon bond has cash flows that occur earlier in time (the coupons), it should be
...
9
Bond and Money Markets: Strategy, Trading, Analysis
In (6.1) rs1 is the current one-year spot yield, rs2 the current two-year spot yield,
and so on. Theoretically the spot yield for a particular term to maturity is the same
as the yield on a zero-coupon bond of the same maturity, which is why spot ...
A coupon bond may be regarded as a set of strips, with each coupon payment
and the redemption payment on maturity being equivalent to a zero-coupon bond
maturing on that date. This is not a purely academic concept; witness events ...
10 NACHRICHTEN, IN DENEN DER BEGRIFF «ZERO-COUPON BOND» VORKOMMT
Erfahre, worüber man in den einheimischen und internationalen Medien spricht und wie der Begriff
zero-coupon bond im Kontext der folgenden Nachrichten gebraucht wird.
Zero-Coupon Bonds in Vogue Again; ETFs Wait for Support
Zero-coupon bonds often sell at a sizable discounts to face value because buyers do not get a steady stream of income as they do with traditional bonds. «ETF Trends, Apr 15»
Investors Chase Returns in Risky Zero-Coupon Bonds
Zero-coupon Treasury bonds, which don't offer a stready stream of income, that mature in more than 25 years have handed investors a return of 5.79% year to ... «Wall Street Journal, Apr 15»
European Stimulus Sparks Bond Blitz
GDF Suez sold its two-year, zero-coupon bond at a price that put the yield for investors at 0.13%. By contrast, the average yield for corporate bonds issued in ... «Wall Street Journal, Mär 15»
Draghi's Negative-Yield Vortex Ensnares Corporate Bonds
Covered bonds, which are bank securities backed by loans, started trading with ... a negative coupon, borrowers could opt for a zero-coupon bond with a price ... «Bloomberg, Feb 15»
Italian Borrowing Costs Rise at Zero-Coupon Bond Auction
Sept. 25 (Bloomberg) -- Italian borrowing costs rose at a sale of zero-coupon notes from the previous auction as the euro zone's economy continues to show ... «Bloomberg, Sep 14»
Nomura sells $325 mln zero-coupon bond in Taiwan
TAIPEI Aug 14 Nomura Bank International said on Thursday it has issued $325 million in 30-year zero coupon bonds in Taiwan - the first bond issue here by a ... «Reuters, Aug 14»
Japanese Investors Bet on Russia Rate Drop With Zero-Coupon Bond
Aug. 7 (Bloomberg) -- Investors in Japan are embracing a new structure for ruble-denominated notes, buying long-term zero-coupon bonds betting interest rates ... «Bloomberg, Aug 14»
Hidden 4% UST Bond Yields Provide Return And Protection
The solution is to get rid of the coupon effect by using zero-coupon bonds. These popular, “stripped” U.S. Treasury (UST) bonds reveal the pure interest rate for a ... «Forbes, Jun 14»
A Guide to the Relationship Between Bonds and Interest Rates
One of the easiest ways to see this concept in action is to consider the value of a zero-coupon bond in a variable interest rate environment. A zero-coupon bond ... «U.S. News & World Report, Mai 14»
California's $600 Billion Sinkhole
With a normal bond, you would pay coupons of $6 per year for 29 years and then $106 in the 30th year, for a total of $280. With a zero-coupon bond, however, ... «Bloomberg View, Mär 14»
