Slides Fundamentals of Investments - Chapter 16 pot

... by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 16 - 36 Chapter Review  Cash Prices versus Futures Prices Î Cash Prices Î Cash-Futures Arbitrage Î Spot-Futures Parity Î ... NYSE, and about 20% of all program trading involves stock-index arbitrage. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 16 - 23 Spot-Futur...

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... edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu Adolph Coors Company Case Study 7 - 32 © ... by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 7 - 14 The Cash Flow Statement  Cash flow - Income realized in cash form, whether from operations, i...

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... theory. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 8 - 37 Chapter Review  Stock Price Behavior and Market Efficiency Î The Day -of- the-Week Effect Î The Amazing ... Efficiency second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu © 2002...

Ngày tải lên: 04/07/2014, 10:20

... Rates © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 9 - 9 Money Market Rates  Certificate of deposit (CD) - Large- denomination deposits of $100,000 or more at ... 25 Rates and Yields on Fixed-Income Securities © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 9 - 43 Chapter Review  Traditional Theories...

Ngày tải lên: 04/07/2014, 10:20

... to potential short-run losses. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 19 - 24 More on Computing Value-at-Risk  In general, if T is the number of years, ( ) ( ) TRERE pTp × = , T pTp ×=σσ ,  ... Value-at-Risk Example: More on VaR  For the S&P 500 index fund, what is the probability of a loss of 30% or more over the next two years? ...

Ngày tải lên: 04/07/2014, 10:20

... the Nasdaq-AMEX (www.nasdaq- amex.com) to review the names and ticker symbols of some listed companies. 22 Chapter 2 Example 2.5 The Long and Short of It Suppose you short 2,000 shares of GTE at ... What is your effective annual rate of return? 42 Chapter 2 Chapter 2 Buying and Selling Securities End of Chapter Questions and Problems Review Problems and Self-Test 1. The Acco...

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... front-end or back-end loads and no or minimal 12b-1 fees are often called “pure” no-load funds to distinguish them from the “not-so-pure” funds that may have no loads but still charge hefty 12b-1 ... (1 - Front-end load) × Offering price In other words, the NAV is 97 percent of the offering price. Since the NAV is $50, the offering price is $50/0.97 = $51.55. You will pay $5,155 in all,...

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... and the time to maturity to time to call. To give a trial-and-error example, suppose a 20-year bond has a coupon of 8 percent, a price of 98, and is callable in 10 years. The call price is 105. ... percent. Bonds with coupon rates of 0 percent, 5 percent, 10 percent, and 15 percent are presented. As the figure shows, the duration of a zero-coupon bond rises step-for-step with maturity...

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... number of U.S. Treasury note futures contracts needed to hedge a bond portfolio? 16. 5d What is the cheapest-to-deliver option? 16. 6 Summary and Conclusions This chapter surveyed the basics of futures ... simply the future value of the spot price, calculated at the risk-free rate. This is the famous spot-futures parity condition. This condition must hold in the absence of cash-fu...

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... 229 TABLE 16. 2 Standardization of Biodiesel Country Germany a USA b Korea c Malaysia d Standard/Specification DIN E 5160 6 ASTM D6751 B20 B100 LPPPe Date Sep-97 10-Jan-02 30-Sept-04 Aug-2005 Application ... Fuels 230 16. 2.2 Additive 231 16. 2.3 Anti-Wear Characteristics 231 16. 3 Evaluation of Palm Oil Biodiesel 232 16. 3.1 Brake Power Output 232 16. 3.2 Specic Fuel Consumption 2...

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