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Financial Mathematics, version 10

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Uploaded: 15.09.2013
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1.Cherez how many years will double the amount of the deposit, if the interest rate is equal to 18?
2.Find present value of a 12-year annuity postnumerando with an annual payment of 5000; the interest rate of 15% per annum.
3.Nayti value of the bond with the nominal value of 1000, maturity of 5 years and an annual coupon payments, 18% of the nominal value, at an interest rate of 20% per annum.
4.Obligatsiya with maturity n = 11 years and a coupon rate of 6.5% (with annual payment) has a yield to maturity of 5.0%. Find the duration of the bonds.
5.Oprdelite bulge bonds, if it is sold at nominal value 1,000.0 annually payable coupon of 60, the term to maturity of 2 years.
6.Menedzher intends to sell bonds with an annual coupon and maturing in 5 years in the amount of 1 × 106. How many 2- year zero-coupon bonds and how many 15-year zero-coupon bonds it should buy to hedge the risk of interest rate changes on the condition that the yield curve is flat and the interest rate is 9.0% (bond ratings of 1000)?

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