MT 4 - Government Bonds Flashcards
(10 cards)
1
Q
Formula of bond pricing
A
2
Q
Macaulay Duration:
1) Formula
2) Explanation
A
3
Q
Modified Duration:
1) Formula
2) Explanation
A
4
Q
Formula of forward rate
A
5
Q
Forward rate of N periods
A
6
Q
Explain:
1) Spot rates
2) Yield to maturity
3) Forward rates
A
7
Q
Explain:
1) Term structure shape
2) What determines the shape of TS?
A
8
Q
Explain Expectations Theory
A
9
Q
Explain liquidity premium theories
A
10
Q
Explain Market Segmentation Theory
A
