Slides Fundamentals of Investments - Chapter 15 ppt
Slides_Fundamentals of Investments - Chapter 15 ppt
... McGraw-Hill Companies, Inc. All rights reserved.
McGraw Hill / Irwin
15 - 11
The Black-Scholes-Merton Option Pricing Model
The Black-Scholes-Merton option pricing
model states the value of a ... Parity
The Black-Scholes-Merton Option Pricing
Model
© 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
McGraw Hill / Irwin
15 - 39
Chapter Review
Measuring the Imp...
Slides_Fundamentals of Investments - Chapter 1 ppt
... dollar return = 48% of $1,000 = $480
At the end of the year, the value of your $1,000
investment is $1,480.
The Historical Record: A Closer Look
1 - 12
@2002 by the McGraw- Hill Companies Inc.All ... average, for bearing risk.
© 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
McGraw Hill / Irwin
1 - 26
Work the Web
For an easy-to-read review of basic
statist...
Slides_Fundamentals of Investments - Chapter 6 ppt
... © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
McGraw Hill / Irwin
6 - 33
Chapter Review
An Analysis of the McGraw-Hill Company
© 2002 by The McGraw-Hill Companies, Inc. All ... Price-Cash Flow Ratios
Î Price-Sales Ratios
Î Price-Book Ratios
Î Applications of Price Ratio Analysis
©
2002 by The McGraw-Hill Companies, Inc. All rights reserved.
McGraw Hill / Irwin
6...
Slides_Fundamentals of Investments - Chapter 14 ppt
... strike price of $90 expiring in
three months at $500 ($5 per share)?
Three months later,
Case 2: $90 $0 0% -$ 500 -1 00%
Case 3: $80 -$ 1,000 -1 1.11% -$ 500 -1 00%
© 2002 by The McGraw-Hill Companies, ... Options
second edition
Fundamentals
of
Investments
Valuation & Management
Charles J. Corrado Bradford D.Jordan
McGraw Hill / Irwin Slides by Yee-Tien
(T...
Charles J. Corrado_Fundamentals of Investments - Chapter 7 pptx
... per share of $1.13. Finally, based on Coors 1995 year-end stock price of
$23.25, we obtain a price-book ratio of 1.28 and a price-earnings ratio of 20.58.
The operating cash flow section of Adolph ... Net Sales of $120,000 are realized with an assumed cost of goods sold of
$90,000. Under the pessimistic scenario, only $100,000 of net sales are realized with a cost of goods...
Charles J. Corrado_Fundamentals of Investments - Chapter 9 ppt
... trading short-term,
intermediate-term, or long-term interest rates. Stock-Trak supports trading in about a dozen different
STRIPS issues. A current list of STRIPS available for Stock-Trak trading ... money
prices in each of these markets
This chapter is the first dealing specifically with interest-bearing assets. As we discussed in
Chapter 3, there are two basic types of interest-be...
Charles J. Corrado_Fundamentals of Investments - Chapter 11 pptx
... 4
5
AA
AA-
A+
High credit quality, investment-grade bonds.
A2
A3
Baa1
6
7
8
A
A-
BBB+
Upper-medium quality, investment-grade bonds.
Baa2
Baa3
9
10
BBB
BBB-
Lower-medium quality, ... high enough to justify accepting the higher default rates of junk bonds. As
an example of this logic, consider the following back -of- the-envelope calculations.
Suppose that the average yie...
Charles J. Corrado_Fundamentals of Investments - Chapter 13 ppt
... schedule of monthly payments required for 5-year, 10-year, 1 5- year,
20-year, and 30-year mortgages based on annual interest rates ranging from 5 percent to 15 percent
in increments of .5 percent. ... $66.67.
Remaining principal amounts for A-, B-, C-, and Z-tranches assuming 100 PSA prepayments
are graphed in Figure 13.5A. Corresponding cash flows for A-, B-, C-, and Z-tranche assumi...
Charles J. Corrado_Fundamentals of Investments - Chapter 15 doc
... Puts Put ISD (%)
115 1 7-1 /4 58.14 4-5 /8 58.62
120 1 3-1 /8 51.77 5-3 /4 53.92
125 9-3 /4 48.28 7-3 /8 50.41
130 6-7 /8 45.27 9-3 /4 48.90
135 4-5 /8 43.35 1 1-3 /4 42.48
140 2-7 /8 40.80 1 5-3 /8 42.83
Other ... exponent of the value of x,
2) ln(x), denoting the natural logarithm of the value of x,
3) N(x), denoting the standard normal probability of the...
Charles J. Corrado_Fundamentals of Investments - Chapter 16 ppt
... Analyze the impact of a swing in coffee prices of 10
cents per pound in either direction if you have a 10-contract position, where each contract calls for
delivery of 37,500 pounds of coffee.
You would ... opportunities are the stuff of dreams.
(marg. def. cash-futures arbitrage Earning risk-free profits from an unusually large
difference between cash and futures prices.
Earning ris...
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