TU Wien:Project and Enterprise Financing VU (Aussenegg)/Exam 1 - 12.04.2016

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  1. Forward Rate BEY of the years 2 and 3 with a given table of zerobonds to calculate the needed spotrates
  2. Given some spotrates and maturity with a coupon bond calculate the ptivate value with MMY when the coupon period is less than 1 year and with BEY otherwise
  3. Interest rate swap in the position of receive fixed
  4. Portfolio with 1 zero and 1 coupon bond. Calculate Dpf and MDpf and deltaPV of the portfolio when the rate increases by 100bp
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