Filter By
Filter Reset
Exam Types
  • All Exams
  • Final (10)
Semester
Study Guides (298,994)
AUS (8,343)
Monash (1,661)
BFC (63)
BFC2340 (10)

Study Guides for BFC2340 at Monash University

Debt markets and fixed income securities

BFC2340 Study Guide - Final Guide: Basis Point, Weighted Arithmetic Mean, Corporate Bond

Debt Markets & Fixed Income Securities Week 3 - Bond Price Volatility Remember, prices move in the opposite direction as yields. The price-yield relationship is convex (for any option-free bond). A change in yield caus...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Tracking Error, Idiosyncrasy, Risk Measure

Debt Markets & Fixed Income Securities Week 10 - Bond portfolio construction Brief review of portfolio theory and risk decomposition: The mean-variance analysis states that there are three parameters that are importan...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Libor, Reference Rate, United States Treasury Security

Debt Markets & Fixed Income Securities Week 1 - Intro to the Bond Market, Bonds & Pricing Bonds Sectors of the US Bond Market: 1. Treasury Sector = issued by the US government 2. Agency sector = issued by federally re...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Valuation Of Options, Credit Risk, Yield Spread

Debt Markets & Fixed Income Securities Week 8 - Credit risk modelling Difficulties in credit risk modelling: - Credit default is rare so there isnt as much historical data available to construct the model - Bec...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Embedded Option, United States Treasury Security, Yield Spread

Debt Markets & Fixed Income Securities Week 4 - Factors affecting yields & interest rate term structures Base interest rates: The securities issued by the US government have no credit risk. Their yield to maturity is t...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Chief Investment Officer, Chief Compliance Officer, Portfolio Manager

Debt Markets & Fixed Income Securities Week 9 - Bond portfolio management strategies The asset allocation decision: Two important decisions that must be made by an investor/client: 1. How much should be allocated to b...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Current Yield, Cash Flow, Investment

Debt Markets & Fixed Income Securities Week 2 - Measuring Yield Calculating the yield on any investment: The yield on any investment is the interest rate that will make the PV of the investments CFs equal to the price of...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: United States Treasury Security, Royal Numismatic Society, Primary Market

Debt Markets & Fixed Income Securities Week 5 - Treasury & federal agency securities and international bonds Treasury Securities: US treasury securities are very important because of their volume (in terms of $) and the...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Callable Bond, Subordinated Debt, Unsecured Debt

Debt Markets & Fixed Income Securities Week 7 - Corporate debt instruments Seniority of debt in a corporations capital structure: Issuers of corporate debt are categorised into three sectors; - Utilities = investor ...

Business - BFC
BFC2340
Philip Gharghori
BFC2340 Study Guide - Final Guide: Investment, Yield Curve, Yield Spread

Debt Markets & Fixed Income Securities Week 12 - Bond performance & evaluation Performance measures: Starting point for measuring a managers performance is measuring return. Because there are so many methods available,...

Business - BFC
BFC2340
Philip Gharghori

Log In


OR

Don't have an account?

Join OneClass

Access over 10 million pages of study
documents for 1.3 million courses.

Sign up

Join to view


OR

By registering, I agree to the Terms and Privacy Policies
Already have an account?
Just a few more details

So we can recommend you notes for your school.

Reset Password

Please enter below the email address you registered with and we will send you a link to reset your password.

Add your courses

Get notes from the top students in your class.


Submit