Supply chain

FINA 4310 Lecture Notes 11b: Bond Management

Risk Management Using Duration ,[object Object],[object Object]

Example ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Example, continued ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Duration of a perpetuity ,[object Object],[object Object],[object Object]

Sample Question ,[object Object],[object Object],[object Object],[object Object],[object Object]

Sample Question, continued ,[object Object],[object Object],[object Object]

Find portfolio value... ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Find portfolio weights... ,[object Object],[object Object],[object Object],[object Object]

Find Duration ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Target Duration ,[object Object],[object Object],[object Object],[object Object],[object Object]

Algebra ,[object Object],[object Object],[object Object],[object Object]

Verify Answer ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Market Timing ,[object Object],[object Object],[object Object]

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