Paper Order or Assignment Requirements
HI Writer i have to let you know the important things. you must use the excel software to calculate and manage the data. i have already uploaded 2 very important statement that is very helpful for you to write the coursework.
Thank you very much!!!
EC3314 Financial Economics Spring 2015
Due Date: March 12th 2015 via Turnitin.
The Yield Curve Kink Decision
(12.5% weight of final grades)
Read the case study Greydanus Broekh and Associates: The Yield Curve Kink Decision. The case introduces a variety of issues in bond portfolio management including bond portfolio benchmarks understanding the importance of changing economic factors and barbell strategies.
Write a 7501000 word analytical report on Greydanus Broekh and Associates (GBA)s portfolio management style. In the report you will need toassess GBAs performance
comment on their investment strategy
assess the outlook for interest changes
underline the key relationships between yields and bond prices and comment on the usefulness of duration
In particular analyze the Porsche bond and demonstrate how its duration and convexity are calculated at end of June 1997 (given that the first coupon payment to be considered occurs in two months at the beginning of September 1997).PS: Make your presentations neat concise and clear. Avoid long and complicated sentences. A good report will be one that has been able to sift through the vast amount of information and present only what is necessary and important. Good luck!