Charles J Corrado Fundamentals of Investments - Chapter 15 doc

Charles J. Corrado_Fundamentals of Investments - Chapter 15 doc

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...
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Charles J. Corrado_Fundamentals of Investments - Chapter 3 docx

Charles J. Corrado_Fundamentals of Investments - Chapter 3 docx

... agree to buy T-bonds with a total par value $100,000 in December at a price of 13 1-1 5 per $100 of par value, where the -1 5" represents 15/ 32. Thus 13 1-1 5 can also be written as 13 1-1 5/32, which ... a price of 13 1-1 5/32 per $100 par value. The price has risen to 13 6-1 5/32, so you make a profit of $5 per $100 of par value, or $5,000 per $100,000 face valu...
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Charles J. Corrado_Fundamentals of Investments - Chapter 8 doc

Charles J. Corrado_Fundamentals of Investments - Chapter 8 doc

... Price July 2 $50 July 13 $55 July 25 55 July 3 51 July 16 56 July 26 56 X July 5 52 X July 17 54 O July 27 58 X July 6 51 July 18 54 July 30 60 X July 9 54 X July 19 54 July 31 54 O July 10 54 July ... THIS 8.3a What are the day -of- the-week and January effects? 8.3b Why is the performance of professional money managers puzzling? 8.4 Summary and Conclusions In this chapter, we examined te...
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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...
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Slides_Fundamentals of Investments - Chapter 2 doc

Slides_Fundamentals of Investments - Chapter 2 doc

... Investors Protection Corporation Î Broker-Customer Relations © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 2 - 11 Broker-Customer Relations  There are several ... sell in anticipation of the future direction of the market? Be Pas si ve ! Be Ac ti v e ! © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 2 - 16...
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Slides_Fundamentals of Investments - Chapter 3 doc

Slides_Fundamentals of Investments - Chapter 3 doc

... Types second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu © 2002 by The McGraw-Hill Companies, ... at: http://www.cnbc.com © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 3 - 4 Interest-Bearing Assets Fixed-income securities Longer-term de...
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Slides_Fundamentals of Investments - Chapter 4 doc

Slides_Fundamentals of Investments - Chapter 4 doc

... edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu Mutual Fund Objectives: Recent Developments 4 - ... visit: http://www.socialinvest.org http://www.domini.com © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 4 - 21 Long-Term Funds  A fund’...
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Slides_Fundamentals of Investments - Chapter 11 docx

Slides_Fundamentals of Investments - Chapter 11 docx

... Bonds second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu Types of Corporate Bonds 11 - 10 McGraw ... reserved. McGraw Hill / Irwin 11 - 39 Chapter Review  Protective Covenants  Event Risk  Bonds Without Indentures  Preferred Stock  Adjustable-Rate Bonds and Ad...
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Slides_Fundamentals of Investments - Chapter 12 doc

Slides_Fundamentals of Investments - Chapter 12 doc

... trillion of outstanding debt. 12 12 C h a p t e r Government BondsGovernment Bonds second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw ... for T-bills, notes, and bonds. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 12 - 6 U.S. T-Bills, Notes, Bonds, and STRIPS Treasury Bills...
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Slides_Fundamentals of Investments - Chapter 13 doc

Slides_Fundamentals of Investments - Chapter 13 doc

... reserved. McGraw Hill / Irwin 13 - 41 Chapter Review  A Brief History of Mortgage-Backed Securities  Fixed-Rate Mortgages Î Fixed-Rate Mortgage Amortization Î Fixed-Rate Mortgage Prepayment and Refinancing  ... McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 13 - 4 A Brief History of Mortgage-Backed Securities  Financed by mortgage-backed bonds (also c...
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