bond-prices

  1. T

    Bond prices and forward rate

    Hi guys, I came across something on the textbook and found it very off. The statement: In the case of an upward-sloping term structure, there will be a tendency for the forward rate to be higher than the coupon so that bond price rises. Is this statement correct? Thanks in advance.
  2. Nicole Seaman

    P1.T4.907. The coupon effect and carry roll-down scenarios (Tuckman Ch.3)

    Learning objectives: Define the coupon effect and explain the relationship between coupon rate, YTM, and bond prices. Explain the decomposition of P&L for a bond into separate factors including carry roll-down, rate change, and spread change effects. Identify the most common assumptions in carry...
    • Nicole Seaman
    • Thread
    • bond-prices carry-roll-down coupon-effect coupon-rate rate-change realized-forwards spread-change unchanged-term-structure unchanged-yields yield-to-maturity
    • Replies: 0
    • Forum: FRM® Practice Questions
  3. Nicole Seaman

    P1.T3.719. Quoted versus cash bond prices (Hull Chapter 6)

    Learning objectives: Identify the most commonly used day count conventions, describe the markets that each one is typically used in, and apply each to an interest calculation. Calculate the conversion of a discount rate to a price for a US Treasury bill. Differentiate between the clean and dirty...
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