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5 Cards in this Set
- Front
- Back
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Duration =
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percent change in bond price
-- ________________________ Yield Change in percent |
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Yield on a risky Bond =
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Yield on a default free bond + Default Risk Premium (credit spread)
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Value of a Callable bond =
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Value of an option free bond - value of call
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Value of Putable Bond =
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Value of an option free bond + Value of the put
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TIPS Coupon payment =
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inflation adjusted par value x (stated coupon rate/2)
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