Fixed Income: Analysis and Valuation Flashcards by Nicolas Stanley | Brainscape

Q

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

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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

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Debt Valuation: Price-Yield Relationship Semiannual-Pay 8% 3-year Bond

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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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Q

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

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Q

Yield/Spot/Forwards: YTM for a Semiannual-Pay Bond - Formula

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Q

Yield/Spot/Forwards: Semiannual-Pay YTM - Example

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Yield/Spot/Forwards: Equivalent - Yields - Problem

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Yield/Spot/Forwards: Current Yield

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Yield/Spot/Forwards: Yield Measures - Problem

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Yield/Spot/Forwards: Yield to First Call/ Refunding

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Yield/Spot/Forwards: Yield to Call Problem

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Yield/Spot/Forwards: Yield to Put/Cash Flow Yield

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Yield/Spot/Forwards: Assumptions/Limitations of Traditional Yield Measures

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Yield/Spot/Forwards: Factors affecting Reinvestment Risk

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Q

Yield/Spot/Forwards: Annual-Pay YTM to Semiannual-Pay YTM - Example

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Yield/Spot/Forwards: Semiannual-Pay YTM to Annual-Pay YTM - Example

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Q

Yield/Spot/Forwards: Theoretical Treasure Spot Rates - T-Bill

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Yield/Spot/Forwards: Nominal / Zero-Volatility Spreads

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Yield/Spot/Forwards: Option-Adjusted Spreads

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Yield/Spot/Forwards: Forward Rates

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Yield/Spot/Forwards: Spot Rate/ Forward Rates - Formulas

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Q

Yield/Spot/Forwards: Forward Rates from Spot Rates - Example

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Yield/Spot/Forwards: Spot Rates from Forward Rates - Example

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Yield/Spot/Forwards: Forward Rates - Problem

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Interest Risk: Measuring Interest Rate Risk

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Interest Risk: Option-Free Bond Price-Yield Curve

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Interest Risk: Callable Bond Value

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Interest Risk: Price-Yield for Putable Bond

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Interest Risk: Computing Effective Duration

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Interest Risk: Effective Duration - Example

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Interest Risk: Duration Measures

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Interest Risk: Effective Duration

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Interest Risk: Duration Interpretation

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Interest Risk: Bond Portfolio Duration

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Interest Risk: The Convexity Adjustment - Graph

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Interest Risk: Convexity Effect

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Interest Risk: Duration- Convexity Estimated - Example

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Interest Risk: Modified and Effective Convexity

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Interest Risk: Price Value of a Basis Point - Example

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Interest Risk: Impact of Yield Volatility

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Interest Risk: Effective Duration - Problem

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Interest Risk: Duration and Convexity - Problem

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Credit Analysis: Credit-Related Risks

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Credit Analysis: Seniority Ranking

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Credit Analysis: Priority of Claims in Bankruptcy

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Credit Analysis: Credit Ratings Types

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Credit Analysis: Credit Ratings - Grades

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Credit Analysis: Credit Ratings - Problem

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Credit Analysis: Risks in Relying on Credit Ratings

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Credit Analysis: Components of Credit Analysis

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Credit Analysis: Capacity

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Credit Analysis: Collateral

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Credit Analysis: Covenants

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Credit Analysis: Character

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Credit Analysis: Financial Ratios

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Credit Analysis: Leverage Ratios

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Credit Analysis: Coverage Ratios

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Credit Analysis: Credit Quality - Example

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Credit Analysis: Yield Spreads | Level and Volatility

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Credit Analysis: Return Impact of Spread Changes

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Credit Analysis: Return Impact - Problem

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Credit Analysis: High Yield Bonds: Sources of Liquidity

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Credit Analysis: High Yield Bonds: Projections /. Debt Structure Analysis

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Credit Analysis: High Yield Bonds:Corporate Structure Analysis

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Credit Analysis: Covenants’ Analysis

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Credit Analysis: Sovereign Bonds

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Credit Analysis: Analysis of Sovereign Bonds

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Credit Analysis: Municipal Bonds

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Credit Analysis: Analysis of Municipal Bonds

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