Fixed Income: Analysis and Valuation Flashcards
Debt Valuation: 3-Step Bond Valuation Process
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Debt Valuation: Difficulties in Estimating Cash Flow Stream
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Debt Valuation: Valuing an Annual-Pay Bond Using a Single Discount Rate - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/517/q_image_thumb.png?1659478590)
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/517/a_image_thumb.png?1659426446)
Debt Valuation: Calculate a Zero-Coupon Bond Price
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Debt Valuation: Price Change as Maturity Approaches - Graph
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Debt Valuation: Value Change as Time Passes Problem
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/528/q_image_thumb.png?1659478590)
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/528/a_image_thumb.png?1659426447)
Debt Valuation: Price-Yield Relationship Semiannual-Pay 8% 3-year Bond
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/532/a_image_thumb.png?1659426447)
Debt Valuation: Arbitrage-Free Bond Prices
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Debt Valuation: Arbitrage-Free Pricing Example
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Debt Valuation: Arbitrage Process
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Yield/Spot/Forwards: Sources of Bond Return
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Yield/Spot/Forwards: Traditional Measures of Yield
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Yield/Spot/Forwards: YTM for an Annual-Pay Bond - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/550/a_image_thumb.png?1659426448)
Yield/Spot/Forwards: YTM for a Semiannual-Pay Bond - Formula
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/553/a_image_thumb.png?1659426448)
Yield/Spot/Forwards: Semiannual-Pay YTM - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/558/a_image_thumb.png?1659426449)
Yield/Spot/Forwards: Equivalent - Yields - Problem
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![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/563/a_image_thumb.png?1659426449)
Yield/Spot/Forwards: Current Yield
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/572/a_image_thumb.png?1659426449)
Yield/Spot/Forwards: Yield Measures - Problem
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/577/q_image_thumb.png?1659478591)
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/577/a_image_thumb.png?1659426449)
Yield/Spot/Forwards: Yield to First Call/ Refunding
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/583/a_image_thumb.png?1659426449)
Yield/Spot/Forwards: Yield to Call Problem
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/585/q_image_thumb.png?1659478591)
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/585/a_image_thumb.png?1659426450)
Yield/Spot/Forwards: Yield to Put/Cash Flow Yield
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/593/a_image_thumb.png?1659426450)
Yield/Spot/Forwards: Assumptions/Limitations of Traditional Yield Measures
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Yield/Spot/Forwards: Factors affecting Reinvestment Risk
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/602/a_image_thumb.png?1659426450)
Yield/Spot/Forwards: Annual-Pay YTM to Semiannual-Pay YTM - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/604/a_image_thumb.png?1659426450)
Yield/Spot/Forwards: Semiannual-Pay YTM to Annual-Pay YTM - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/605/a_image_thumb.png?1659426450)
Yield/Spot/Forwards: Theoretical Treasure Spot Rates - T-Bill
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/607/a_image_thumb.png?1659426451)
Yield/Spot/Forwards: Nominal / Zero-Volatility Spreads
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/612/a_image_thumb.png?1659426451)
Yield/Spot/Forwards: Option-Adjusted Spreads
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/616/a_image_thumb.png?1659426451)
Yield/Spot/Forwards: Forward Rates
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/618/a_image_thumb.png?1659426451)
Yield/Spot/Forwards: Spot Rate/ Forward Rates - Formulas
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Yield/Spot/Forwards: Forward Rates from Spot Rates - Example
![](https://s3.amazonaws.com/brainscape-prod/system/cm/418/492/624/a_image_thumb.png?1659426452)