Example of relationship between bond price and time, Financial Management

Assignment Help:

Illustration 

 

 

Discount bond (5 yr. bond with 10% coupon) (expected rate yield at 12%)

Premium bond (expected yield at 7.8%)

5

 92.6

109.0

4

 93.8

107.4

3

 95.1

105.8

2

 96.5

104.0

1

 98.2

102.0

0

100.0

100.0

Reasons for price changes of a bond:

  1. Change in the yield requirement of the issuer due to changes in the quality of credit of the issuer.

  2. Change in the price as the bond approaches maturity in case of premium or discount bond.

  3. Change in the price because of change in the yields of comparable bonds/securities.

While computing the bond pricing, the following assumptions are made:

  • Cash flows are known.

  • Coupon payment annually/semi-annually is made at exact period.

  • Required yield can be estimated.

  • One rate is used to discount all cash flows, i.e., with required yield rate.

The following cash factors are to be considered:

  • For callable bonds, cash flows cannot be certain. The investment decisions of the issuer depend on interest rate movements and other factors.

  • It is not possible to determine the appropriate yields and it need not be a single rate for all the future cash flows.


Related Discussions:- Example of relationship between bond price and time

Define the types of shareholder, Tactics can be used by company to protect...

Tactics can be used by company to protect itself. Before the bid Types of Shareholder Having the right shareholders on board who can be

Domestic bonds, They are issued in the local market by a domestic bor...

They are issued in the local market by a domestic borrower and are usually denominated in the local currency. For example, US companies issuing bonds to US reside

Debt securities, Fixed income security is a financial obligation of an ...

Fixed income security is a financial obligation of an entity, which promises to pay a pre-specified amount of money at per-specified date. Debt securities (

Discuss the objectives of financial statements, Question: The Statement...

Question: The Statement of Principles for Financial Reporting sets out the principles that should underlie the preparation and presentation of general-purpose financial stateme

State the several goals for the organisation, State the several goals for t...

State the several goals for the organisation As there could be several goals for the organisation, we must try and summarise theorganisational goals in financial terms so that

Abnormal earnings valuation model, Abnormal Earnings Valuation Model Ab...

Abnormal Earnings Valuation Model Abnormal Earnings Valuation Model is a method to analyse the value of the firm. The value of the firm can be the sum of three components - the

Explain risk adjusted discount rate method, Q. Explain Risk Adjusted Discou...

Q. Explain Risk Adjusted Discount Rate Method? In the risk adjusted discount rate method the future cash flow from capital projects are discount at the hazard adjusted discount

Financial portfolio of a company, A. Initial evaluation Comment on the...

A. Initial evaluation Comment on the structure of the attached portfolio, and on the financial risks facing Copper Based plc (CB), making use of what you know about how a port

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd