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 spreadsheet for the computation.)
Consider the following MBS p
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 lecture notes
Best Practices in Estimating the Cost of
Cap
FINANCIAL ACCOUNTING THEORY AN INTRODUCTION
BUSI 353
FINANCIAL ACCOUNTING THEORY
the only thing we have to fear is fear itself Franklin Delano _, 1933.
1.
Goal: Obtain an understanding of the theory that underlies financial accounting so that you
can bett
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 all cases and it does not consider your
ability (or inabi
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
Understanding the Term Structure of Interest Rates
4
C
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
Basics of Residential Mortgage Backed Securities
1 / 38
Outl
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 Values of Future Cash Flows
4
Risk Neutral Pricing
COMM 474
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 Assessment: The Spot Rate Duration
COMM 474
Multi-step Bin
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:
doug.yee@sauder.ubc.ca
Course Schedule:
Saturdays, 1:00pm to 4:00pm
Course Du
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 - Ending Fin Inventory
Quiz II
Question 1
1 out of 1 p
Include in Bond Symbol
Watchlist
DIS.IE
DIS.IF
DIS.IG
DIS.IA
DIS.IN
DIS.IK
DIS.HY
DIS3819067
DIS.IB
DIS.HV
DIS.II
DIS.IJ
DIS.GB
DIS.IL
DIS3819069
DIS.HL
DIS.GV
DIS.IM
DIS.IO
DIS.GP
DIS.GC
Issuer Name
Coupon Maturity
DISNEY WALT CO
DISNEY WALT CO NEW ME
DI
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 business activities that are
competing for scarce capital
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 contains the semi-annually
compounded interest rates. A
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 Treasury rate E [r].
(b) The 1-year Treasury bill is trad
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 real term structure of interest
rates for the extended Ne
BUSI 370 Business Finance
Module 2
Financial Statements
Financial Statements Analysis
UNIVERSITY OF BRITISH COLUMBIA
UNIVERSITY OF BRITISH COLUMBIA
Graham McIntosh Fabienne Delibalta
BUSI 370 Business Finance
PART 1. Financial Statements - review
Ro
Question 1
Eddie bought a house for $120,000 five years ago. He has just sold it for $180,000. What
annual rate of return did he earn on this investment?
3.13
%
1.08
%
10%
8.45
%
XX
Question2
Why is a dollar today always worth at least a dollar in the fut
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 Business Finance
PART 1. Introduc/on to Finance
Roadm
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 month 24]
Year 3 = [ month 25 month 36]
determine PV
BUSI 370 Business Finance
! Introduction
! HP 10BII Calculator
Graham McIntosh
UNIVERSITYOF
OFBRITISH
BRITISHCOLUMBIA
COLUMBIA
UNIVERSITY
Graham McIntosh
1
HP 10BII
Calculator
Graham McIntosh
2
ON
Turns the calculator on
Graham McIntosh
3
Shift Ora
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 years amortized loan at 5% compounded semi-annually, bu
Question 1
The occurred expenses are not entirely operating costs, thus should not all be entered into the income statement. The 'accoun
to Delta Mountain Supplies' business nature. As a result, the company looks as if it had an operating loss whereas the
Diploma In Accounting Program
BUSI 370: Business Finance Section 102
BUSI 370 Assignment #2 Due: September 21st, 2016
Student First Name
Student Last Name
Sin Yii
LAU
Student ID number
59903732
Part 1 (50 marks)
1. What is money? (50 words maximum)
Trust
Lecture 1 The
Investment Environment
Dr. Rujing Meng, HKU
Readings: BKM Ch1
Outline
Rationale for Investment
Investment Vehicles
Major Classes of Financial Assets
Roles of Financial Assets and Markets
Players in the Financial Markets
The Investment Proces