楼主: 1017329510
815 0

[金融学] 国际金融服务(计算题)价格最少可以给200 最好用英文答 价格还可以谈哦 [推广有奖]

  • 0关注
  • 0粉丝

小学生

21%

还不是VIP/贵宾

-

威望
0
论坛币
0 个
通用积分
0
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
1350 点
帖子
1
精华
0
在线时间
11 小时
注册时间
2020-3-23
最后登录
2024-8-19

楼主
1017329510 学生认证  发表于 2021-3-11 17:44:51 |AI写论文
17论坛币

a)一家公司发行了价值7500万美元(面值)的三年到期债券。

它们的年息比6个月期LIBOR高出2.46%。

利率每六个月支付一次,目前伦敦银行同业拆息为0.78%。

假设接下来五个定息日的$ libor如下表所示。

$LIBOR Rates


0.5 years



1 year



1.5 years



2 years



2.5 years



0.88%



1.47%



2.68%



3.28%



4.50%


计算每年的通货膨胀指数水平,并使用它来确定每一种债券在5年的每一年的息票支付。

另外,计算公司在债券五年后到期时支付给债券持有人的金额。

你的数学工作应该在你的书面报告中清楚地概述。


b)公司发行的五年期债券,年息和本金偿还与通货膨胀指数挂钩。

息票率是4。75%而本金是100英镑。

通货膨胀指数目前定为100。

在下表中假设未来五年的年通货膨胀率。

Inflation Rate

Year 1

Year 2

Year 3

Year 4

Year 5

0.88%

1.47%

2.68%

3.28%

4.50%

计算每年的通货膨胀指数水平,并使用它来确定每一种债券在5年的每一年的息票支付。

另外,计算公司在债券五年后到期时支付给债券持有人的金额。

你的数学工作应该在你的书面报告中清楚地概述。


c)解释可变息票和指数挂钩债券的主要特征。

讨论它们如何帮助抵消普通固定利息证券投资者所面临的部分风险。

讨论应包括评估可变息票和指数挂钩证券作为防范某些类型风险的资产的局限性。

这个元素的字数应该是350-450个单词



下面是英文版的


a) A company has issued $75 million (face value) of bonds with three-years to maturity. They offer an annual coupon of 2.46% above the sixth-month $LIBOR. Interest is paid every six months and the $LIBOR is currently 0.78%. Assume that the $LIBORs for the subsequent five interest set dates are as stated in the table below.

$LIBOR Rates


0.5 years



1 year



1.5 years



2 years



2.5 years



0.88%



1.47%



2.68%



3.28%



4.50%


Calculate the coupon rate and the amount of interest that the company pays at the end of each six-month period.


b) A company has issued five-year bonds with the annual coupon and the repayment of principal linked to an index of inflation. The coupon rate is 4.75% and the principal is £100. The index of inflation is currently set at 100. Assume annual inflation rates for the next five years in the table below.

Inflation Rate

Year 1

Year 2

Year 3

Year 4

Year 5

0.88%

1.47%

2.68%

3.28%

4.50%

Calculate the level of the inflation index for each year and use it to determine the coupon payment per bond for each of the five years. In addition, calculate the amount that the company pays bondholders when the debt matures after five years. Your mathematical workings should be clearly outlined in your written presentation.


a) Explain the main characteristics of variable coupon and index-linked bonds. Discuss how they help to off-set some of the risks faced by investors in plain vanilla fixed interest securities. The discussion should include an assessment of the limitations of variable coupon and index-linked securities as assets offering protection against certain types of risk. The word count for this element should be 350-450 words

关键词:金融服务 国际金融 计算题 subsequent currently

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
jg-xs1
拉您进交流群
GMT+8, 2025-12-31 21:03