Overig
CFA LEVEL 1 FORMULAS
- Vak
- Instelling
Price change based on convexity - Answer--duration(change in yield)+1/2(convexity)(change in yield)^2 Effective Duration - Answer-Required if a bond has embedded options: [(v-)-(v+)]/[2V0(change in curve)] Modified Duration - Answer-[(v-)-(v+)]/[2V0(change in yield)] Future Value - Answer-...
[Meer zien]