Group Members: Sumit Arya, 106 Amit Bansal, 107 Sourav Gupta, 123 Firoz RV, 145 Prashant Shukla, 155 Ankur Agrawal, 205 Gaurav Kumar, 230 1. 2. 3. Interest Rate Risk Ways…

BOND PORTFOLIO MANAGEMENT – THE ACTIVE & PASSIVE STRATEGY INTEREST RATE RISK Bond price & yields are inter related. As interest rate fluctuate bondholders experience…

Presented by:Vikesh Jha Ranjit Singh Jitendra Sahu International bonds Foreign bonds & euro bonds Global bonds Straight bonds Floating rate notes Convertible bonds Cocktail…

Money Market Instruments Money Market Instruments Treasury bills Commercial paper Negotiable certificates of deposits Repurchase agreements Federal funds Bankers acceptances…

SWAP In finance, a swap is a derivative in which counterparties exchange certain benefits of one party's financial instrument for those of the other party's financial…

Contents Articles Derivative (finance) Futures contract Forward contract Option (finance) Call option Put option Strike price Swap (finance) Interest rate derivative Foreign…

1. Chapter Seven Asset-Liability Management:Determining and Measuring Interest Rates and Controlling Interest-Sensitive and Duration Gaps 2. Key Topics Asset, Liability,…

1. McGraw-Hill/Irwin Copyright © 2013 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter Seven Risk Management for Changing Interest Rates: Asset-Liability…

1. Valuation of Long Term Securities What is a cynic? A man who knows the price of everything and the value of nothing. Oscar Wilde 2. Valuation Liquidation value Book value…

1. Valuation of Long Term Securities What is a cynic? A man who knows the price of everything and the value of nothing. Oscar Wilde 2. Valuation Liquidation value Book value…