Fixed Income Securities
Chapter 8 Basics of Residential Mortgage Backed Securities
Problem Set
(light version of the exercises in the text)
Q2. (For this question, it is advisable to use Excel spreads
Lecture 6
Asset Pricing Theories
Dr. Rujing Meng, HKU
1
Outline
CAPM (BKM Ch9)
Arbitrage Pricing Theory (part of BKM Ch10)
Ch10 are not required for final exam except the
materials covered on this lec
Fixed Income Markets and Management
One Step Binomial Trees
COMM 474
Outline
1
A One-step Interest Rate Binomial Tree
2
No Arbitrage on a Binomial Tree
3
Derivative Pricing as Present Discounted Value
Fixed Income Markets and Management
Multi-step Binomial Trees
COMM 474
Outline
1
A Two-step Binoimal Tree
2
Risk Neutral Pricing
3
Matching the Term Structure
4
Multi-step Trees
5
Pricing and Risk Ass
Fixed Income Securities
Chapter 6 Interest Rate Derivatives - Futures and Options
Problem Set
(light version of the exercises in the text)
Q1. This exercise uses the data in the following table which
CASE 1
PERFORMANCE BOATING
PRODUCTS, INC
G.Tsogtsetseg
P.Delgermaa
Ts.Oyunbileg
R.Azzaya
PROJECT 1: MELVILLE PROJECT
This project involved the construction of a
new warehouse in a strategic location.
Fixed Income Securities
Chapter 9 One Step Binomial Trees
Problem Set
(light version of the exercises in the text)
Q1. Consider the interest rate tree in Table 9.9.
(a) Compute the expected 6-month Tr
Fixed Income Securities
Chapter 7 Ination, Monetary Policy, and the Federal Funds Rate
Problem Set
(light version of the exercises in the text)
Q2. Today is December 12, 2008. Your estimates of the re
Lecture 5:
Portfolio Theory and Practice
Readings:
BKM Ch 6 7
Dr. Rujing Meng, HKU
1
What to do?
What to do with your investment capital?
Hundreds of thousands of assets are traded
on the market
2
Con
Lecture 8:
The Efficient Market Hypothesis
Readings: BKM Ch11
Dr. Rujing Meng, HKU
1
Outline
Define the concept of Market Efficiency and its
implications for security prices.
Demonstrate why security
Fixed Income Markets and Management
Basics of Residential Mortgage Backed Securities
COMM 474
Outline
1
Securitization
2
Mortgages and the Prepayment Option
3
Mortgage Backed Securities
COMM 474
Basic
Fixed Income Markets and Management
Ination, Monetary Policy, and the Federal Funds
Rate
COMM 474
Outline
1
The Central Bank, Money Supply, and Interest Rates
2
Predicting the Futures Fed Funds Rate
3
Q. What is restitution?
A. When the court orders you to pay restitution it is ordering you to pay
back the damage you caused, both to the state and to the victim(s).
The court orders restitution in al
Diploma in Accounting Program | BUSI 353: Intermediate Accounting I, Section
102
COURSE INFORMATION
Term/Period:
2016 Winter, Term 1
Instructor:
Douglas Yee, B.Comm, CPA
E-mail:
[email protected]
Diploma in Accounting Program | BUSI 370: Business Finance, Section 102
COURSE INFORMATION
Term/Period:
Instructor:
E-mail:
Course Schedule:
Course Duration:
Office Hours:
Pre-Requisite:
2016 Fall
Fab
Monte Carlo and exotics, page 1
Monte Carlo
Option Valuation
1. Risk-neutral valuation and options with path-dependent payoffs
2. Exotic options
3. Mont Carlo Valuation
Monte Carlo and exotics, page 2
MULTIPLE Q. Weekly Quizzes
QUIZ I
Cost Allocation: The assignment of indirect cost to a cost object.
Cost Tracing: The assignment of direct cost to a cost object.
Finding COGS =Finished In. Beg + COGM
CFE FD Model Solutions
Spring 2015
1.
Learning Objectives:
2.
The candidate will understand how an enterprises structure and policies allow its
management to prioritize and select among projects or bu
Lecture 2: Asset Classes and
Financial instruments
Dr. Rujing Meng, HKU
1
Readings
BKM Ch2
Money Market Funds.pdf
Hong Kong Banks Press to Institute Yuan Libor.pdf
The Demise of Freddie Mac and Fannie
TIME VALUE OF MONEY HP 10bII plus
To change the number of decimals displayed, press the following
Orange Key
DISP
Type desired number of decimals, for instance: 6
Amortization calculation
Example: 15
BUSI 370 Business Finance
! Introduction
! HP 10BII Calculator
Graham McIntosh
UNIVERSITYOF
OFBRITISH
BRITISHCOLUMBIA
COLUMBIA
UNIVERSITY
Graham McIntosh
1
HP 10BII
Calculator
Graham McIntosh
2
BUSI 370 Business Finance
Mortgages and amor-za-on schedule
Example 18 con/nued Calculate the outstanding balance at the end of the 3 year.
Hint:
Year 1 = [month 1 month 12]
Year 2 = [ month 13 m
BUSI 370 Business Finance
Module 1
An Introduc/on to Finance
Business (Corporate) Finance
UNIVERSITY OF BRITISH COLUMBIA
UNIVERSITY OF BRITISH COLUMBIA
Graham McIntosh Fabienne Delibalta
BUSI 370