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问题 |
答案 |
[(V +) + (V-) - 2 x V] / ((change in bps) ^ 2 x V) 开始学习
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[(V+) + (V-) - 2 x V] / ((change in bps)^2 x V)
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开始学习
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Par value / Conversion price
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开始学习
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Conversion ratio x underlying share price
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开始学习
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Annual cash payment / Bond price
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开始学习
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开始学习
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开始学习
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Operating income + Depreciation + Amortization
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开始学习
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YTM on a corporate bond - YTM on a benchmark bond
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Coupon / (1 + spot rate1 / 2) + Coupon / (1 + spot rate2 / 2) ^ 2 + ... + Coupon + principle / (1 + spot raten / 2) ^ n 开始学习
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Coupon/(1 + spot rate1/2) + Coupon/(1 + spot rate2/2)^2 + ... + Coupon + principle/(1 + spot raten/2)^n
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开始学习
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0.5 x Annual convexity x yield change^2
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% change in price of Bond 开始学习
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(-annual mod. duration x yield change + 0.5 x annual convexity x yield change^2) x100
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开始学习
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Annual coupon / Bond price
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开始学习
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((Face value - Price) / Face value) x 360 / Days to maturity
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YTM = real rate of return + expected inflation + 开始学习
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YTM = realna stopa zwrotu + oczekiwana inflacja + premium for credit risk + premium for lack of liquidity
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开始学习
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Full price - Accrued interest
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开始学习
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开始学习
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Value on the coupon date x (1 + YTM/2)^(t/T)
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开始学习
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Standard deviation / Mean
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开始学习
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Cash flow from operations - Capital expenditures
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Current inventory turnover 开始学习
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COGS / Inventory turnover
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开始学习
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Variable costs / Revenue x New revenue level
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开始学习
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Total capital x Weight of debt x Cost of debt
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开始学习
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