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Fixed Income Analytics

UCASS – Beijing

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Home » Assignments

Assignments

Time Value of Money Problems

Time Value of Money Solutions

Time Value of Money Solutions in Excel

Basic Bond Problems

Basic Bond Solutions

Basic Bond Solutions in Excel

Bond Pricing Problems

Bond Pricing Solutions

Bond Pricing Solutions in Excel

Repo Problem

Repo Solution

Implied Forward Rates Problems

Implied Forward Rates Solutions

Implied Forward Rates Solutions in Excel

Bootstrapping Problems

Bootstrapping Solutions

Interest Rate Risk Problems

Interest Rate Risk Solutions

Duration Problem

Duration Solution

 

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