portfolio duration, Corporate Finance

how to calculate duration of a portfolio by using the average maturity, average coupon rate and average yield of maturity?
Posted Date: 10/2/2012 12:26:03 PM | Location : United States







Related Discussions:- portfolio duration, Assignment Help, Ask Question on portfolio duration, Get Answer, Expert's Help, portfolio duration Discussions

Write discussion on portfolio duration
Your posts are moderated
Related Questions
Hydra Multinational is a vast conglomerate firm involved in a wide array of business ventures ranging from satellite radio to cat food.  One of its many divisions, a restaurant cha

hook industries is considering the replacement of one of its old drill presses. three alternatives replacement presses are under consideration. the relevant cash flows associated w

Assignment Part 1   Shareholder Value Provide (a) one page write-up of the company; (b) Present its significant performance indicators such as P/BV; an

#questionSelecting Kanton Company''s Financing Strategy and Unsecured Short-Term Borrowing Arrangement. Morton Mercado, the CFO of Kanton Company, carefully developed the estimate

In January 2009 you bought a German stock portfolio for 6,000,000 Euros and sold it in December 2009 for 7,000,000 Euros.  Assume that over the same period the dollar's exchange ra

how to calculate duration of a portfolio by using the average maturity, average coupon rate and average yield of maturity?

corporate finance, Financial Accounting Calculate the market value of Renowned Cola''''s debt at year-end 2005. What is the book value of debt? Why do usually use market or book va

Question: (a) Distinguish, using financial assets as examples, between securities quoted at par and securities quoted on a discount. (b) Calculate the value of a £50,000 Tre

Q: Are there safety and soundness implications of mergers? A: No. All mergers require regulatory approval and are subject to intense examination by regulators. If anything, the

Question: (a) i. Expected loss= Exposure amount* probability of default* loss given default ii. Positive covenants= covenants that showing the direction to a company. P