Math 325
Solutions to Exam 1
September 27, 2001
1. (20) A broker oers you a $1,000 face value Treasury bill with 183
days to maturity at a bond equivalent yield of 6.0%.
(a) What is the price of the b
Math 325 - 500
Exam 3 Solutions
Dec. 4, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(30) A barbell has the following payments at the indicated times.
Math 325 - 500
Solutions Exam 2
Oct. 30, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(60) Suppose the six month forward rates are: f1/2 0. 04, f1 0.
Math 325
Solutions to Exam 3
November 29, 2001
Following each question is the answer to that question. The details of the calculations can be found in the Maple worksheet which is at the end of this s
Math 325 - Fall 2014
Instructor: Heather Ramsey
Email: [email protected]
Website: http:/www.math.tamu.edu/ramsey/
Oce: Blocker 221A
Oce hours: T 10am-12pm, W 1:45pm-2:45pm
and by appointment
Class
Math 325
Solutins to Exam 2
October 26, 2000
1. (15) A U.S. government securities dealer provided the following quotes on 10/16/00 Coupon Rate 6.75% Maturity 5/15/04 Bid 100:24 Asked 100:28
A customer
Math 325
Solutions to Exam 2
October 30, 2001
1. (10) Let a bond have yield to maturity y, and coupon rate R. Suppose the bond matures in M/2 years. Dene the Macaulay duration of this bond. Let F be t
Math 325
Solutions to Exam 3
December 3, 2000
1. (40) A U.S. Treasury bond matures on November 15, 2001. The bond is purchased with settlement on December 16, 2000. The basic data for this bond on the
Math 325
Solutions to Exam 1
September 27, 2001
1. (20) A broker oers you a $1,000 face value Treasury bill with 183 days to maturity at a bond equivalent yield of 6.0%. (a) What is the price of the b
Math 325 - 500
1.
Solutions Exam 1
Sept 25, 2009
(25) The following table describes two coupon bonds, A and B both of which mature in one year.
Bond Coupon Rate Par Value Present Value
A
8%
1000.00
1,
Math 325
Exam 1 Solutions
September 26, 2000
1. (20) A broker oers you a $10,000 face value Treasury bill with 91 days to maturity at a discount yield of 6.5%. (a) What is the price of the bill? The f
Math 325 - 500
Solutions Exam 2
Oct. 26, 2012
1. (25) Gracie makes deposits of $1000 on the last day of each month in an account earning
interest at i(12) = 2%. The rst deposit was Jan 31, 2012 and th
Math 325 - 500
Solutions Exam 3
Nov. 30, 2012
1. (50) You have two liabilities: one of $1.00 due two years from now and the second, which
is due 4 years from now is $2.00. You decide to satisfy these
1
c
Math 325 Fall 2017 Heather
Ramsey
Chapter 1 Lecture Examples
Section 1.2 Example: It is known that a(t) is of the form ae0.09t + b. If $250 invested at time 0 accumulates to $257.10 at time 5, fin
Math 325 - The Mathematics of Interest - Fall 2017
Instructor: Heather Ramsey
Email: [email protected]
Website: http:/www.math.tamu.edu/ramsey/
Office: Blocker 221A and 241B
Office hours: T 10am-11
Math 325 - 500
Solutions Exam 1
Oct. 1, 2012
1. (10) Dene in words what the following symbols represent, and give a formula for their value.
(a) sn i
This is the nal (future) value, at the time of the
Math 325
Solutins to Exam 2
October 26, 2000
1. (15) A U.S. government securities dealer provided the following quotes
on 10/16/00
Coupon Rate
6.75%
Maturity
5/15/04
Bid
100:24
Asked
100:28
A customer
Math 325 - 500
Solutions Exam 2
Oct. 30, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(60) Suppose the six month forward rates are: f1/2 0. 04, f1 0.
Math 325
Solutions to Exam 3
December 3, 2000
1. (40) A U.S. Treasury bond matures on November 15, 2001. The bond is purchased with settlement
on December 16, 2000. The basic data for this bond on the
Math 325 - 500
Exam 3 Solutions
Dec. 4, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(30) A barbell has the following payments at the indicated times.
Math 325 - 500
Solutions Exam 1
Oct. 1, 2012
1. (10) Define in words what the following symbols represent, and give a formula for their value. (a) sn i This is the final (future) value, at the time of
Math 325 - 500
1.
Solutions Exam 1
Sept 25, 2009
(25) The following table describes two coupon bonds, A and B both of which mature in one year. Bond Coupon Rate Par Value Present Value A B 8% 4% 1000.
Math 325 - 500
Solutions Exam 2
Oct. 26, 2012
1. (25) Gracie makes deposits of $1000 on the last day of each month in an account earning interest at i(12) = 2%. The first deposit was Jan 31, 2012 and
Math 325 - 500
Solutions Exam 2
Oct. 30, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(60) Suppose the six month forward rates are: f1/2 0. 04, f1 0.
Math 325 - 500
Solutions Exam 3
Nov. 30, 2012
1. (50) You have two liabilities: one of $1.00 due two years from now and the second, which is due 4 years from now is $2.00. You decide to satisfy these
Math 325 - 500
Exam 3 Solutions
Dec. 4, 2009
Explanations are required in order to receive any credit. No explanation, zero points.
1.
(30) A barbell has the following payments at the indicated times.
1
c
Math 325 Fall 2017 Heather
Ramsey
Inflation and Real Rate of Return
Inflation is defined as a sustained increase in the general level of prices for goods and services. Inflation
represents a loss
Math 325 - 500
Solutions Exam 1
Oct. 1, 2012
1. (10) Dene in words what the following symbols represent, and give a formula for their value.
(a) sn i
This is the nal (future) value, at the time of the