Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 9 ppt

... 0]; p = [ 99 .375; 99 .875; 105.75 ; 96 .875; 103.625; 101.125; 103.125; 99 .375; 101.0 ; 101.25 ; 96 .375; 102.75 ]; sd = datenum('12/18/ 199 7'); Set semi-annual compounding for the ... zero rate for the two bonds with the same maturity date*. zr = 0.0616 0.0580 0.0658 0.0 591 0.06 49 0.0657* 0.0605 0.0601 0.0643 0.0584 0.0627 cd = 7 299 07 (seri...

Ngày tải lên: 12/08/2014, 17:20

... average; and the 12/31 01/10 01/20 01/30 02/ 09 02/ 19 86 88 90 92 94 96 98 Price ($) International Business Machines, 94 1231 − 95 02 19 Understanding the Financial Toolbox 1-35 Interest Rates / Rates of ... (lcoup). settledate = '12-Jan- 199 4'; maturedate = '1-Oct- 199 5'; issuedate = '1-Jan- 199 4'; fcoup = '15-Jan- 199 4'; lcoup = &a...

Ngày tải lên: 12/08/2014, 16:22

... datenum('02-Apr- 199 8') datenum('30-Apr- 199 8') datenum('25-Jun- 199 8') datenum('04-Sep- 199 8') datenum('12-Nov- 199 8')]; sd = datenum('03-Nov- 199 7'); proddf 2-202 returns p ... cd: zr = 0.0466 0.0 494 0.0514 0.0514 0.0504 0.0504 0.0502 0.0514 0.0535 0.0530 cd = 7 297 00 7 297 35 7 297 70 7 297 91 7 298 18...

Ngày tải lên: 12/08/2014, 17:20

... 15-Jan- 199 7 and maturity for a strike of 98 . OptBond.PutType = 1; OptBond.PutStartDate = '15-Jan- 199 7'; OptBond.PutExpiryDate = '15-Jan- 199 8'; OptBond.PutStrike = 98 Build ... double] Times: [0 0.5000 1 1.5000 2 2.5000 3] Dates: [7 292 21 7 293 13 7 294 05 7 294 96 7 295 86 7 296 78 7 297 70] ErrorFlag: 0 AccrInt: [0 1.7500 0 1.7 597 0 1.7500 0] Coupons: [0 0 3...

Ngày tải lên: 12/08/2014, 16:22

... Mar 199 7', '30 Nov 199 8', 2, 0, 1) CFlowDates = 7 295 41 7 297 24 7 299 06 7300 89 datestr(CFlowDates) ans = 31-May- 199 7 30-Nov- 199 7 31-May- 199 8 30-Nov- 199 8 Given three securities with ... ['30-Sep- 199 7'; '31-Oct- 199 8'; '30-Nov- 199 8']; CFlowDates = cfdates('14-Mar- 199 7', Maturity) CFlowDates = 7 294 80 7 296 63 NaN...

Ngày tải lên: 12/08/2014, 17:20

... = 08-May- 199 7 To find the third Monday in February for 199 7, 199 8, and 199 9: y = [ 199 7: 199 9]; d = nweekdate(3, 2, y, 2) d = 7 294 38 7 298 02 730166 datestr(d) ans = 17-Feb- 199 7 16-Feb- 199 8 15-Feb- 199 9 See ... holidays('jan 1 199 7', 'jun 23 199 7') returns h = 7 293 91 7 294 38 7 294 77 7 295 36 which are the s erial date numbers for 01-Jan- 199 7...

Ngày tải lên: 12/08/2014, 17:20

... ed., 199 3, ISBN 0- 13-6 390 14-5. zero2disc 2-267 which returns the discount curve dr at the maturity dates cd: dr = 0 .99 96 0 .99 47 0 .98 96 0 .98 66 0 .98 26 0 .97 87 0 .97 45 0 .96 65 0 .95 52 0 .94 66 cd ... zero rate for the two bonds with the same maturity date*. zr = 0.0480 0.0577 0. 090 9 0.05 29 0.0 699 0.0724* 0.0584 0.0716 0.0 696 0.0526 0.0687 cd = 7...

Ngày tải lên: 12/08/2014, 17:20

... December 198 5, 471–522. ** http://www.nist.gov/dads/. C911X_C0 19. fm Page 2 79 Friday, March 2, 2007 9: 42 AM 286 A Guide to MATLAB Object-Oriented Programming Lines 2 9 are already okay. Lines 2 9 detect ... static_this = static; 9 catch C911X_C020.fm Page 306 Friday, March 2, 2007 9: 57 AM Composition and a Simple Container Class 299 Lines 2–3 enforce the use of mutator sy...

Ngày tải lên: 09/08/2014, 12:22

... 68, 108, 1 29, 166, 168, 1 69, 187, 201, 202, 215, 2 19, 221, 2 79, 283, 286, 292 , 295 , 296 , 300, 301, 317, 320, 342 numel command, 48, 59, 2 79, 287, 288, 290 , 292 , 294 , 295 , 297 , 298 , 299 , 301, ... 168, 1 69, 175, 182, 184, 187, 1 89, 191 , 193 , 3 39 Composition/Aggregation, 1 39, 191 , 192 , 193 , 198 , 201, 202, 203, 205, 206, 2 49, 261, 2 79, 311, 312, 335 hierarchy,...

Ngày tải lên: 09/08/2014, 12:22

... a stock or sell it before the problems get worse. Note that all the red flags are list- ed in the order they appear in the filings. 10 RED FLAGS FROM QWEST’S 199 9 10-K 1. Uses percentage of completion ... House. “This law says to shareholders that the financial information you receive from a company will be true and reliable.” 1 But that didn’t seem to stop Richard M. Scrushy. Scrushy was...

Ngày tải lên: 10/08/2014, 11:20