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3840How to Sanity-Check a Swap NumberWhat is a fast sanity check when someone hands you a swap rate or swap MTM number on the desk?金融与交易中等essay未尝试面试订阅5091Discounted Cashflow 1You receive 105 in 3 years. If the annual discount rate is 0.05, what is the present value?金融与交易简单数值题未尝试面试订阅5096Continuous Discounting 1A cashflow of 100 arrives at time T=1.5. With continuously compounded rate 0.035, what is its present value?金融与交易简单数值题未尝试面试订阅5097Continuous Discounting 2A cashflow of 180 arrives at time T=2. With continuously compounded rate 0.045, what is its present value?金融与交易简单数值题未尝试面试订阅5101Level Annuity PV 1A level annuity pays 10 at each year-end for 5 years. If the discount rate is 0.04, what is the present value?金融与交易中等数值题未尝试面试订阅5106Growing Perpetuity 1The next payment of a growing perpetuity is 5 in one year and then grows at 0.02 forever. If the discount rate is 0.07, what is the present value?金融与交易中等数值题未尝试面试订阅5109Growing Perpetuity 4The next payment of a growing perpetuity is 4.5 in one year and then grows at 0.025 forever. If the discount rate is 0.08, what is the present value?金融与交易中等数值题未尝试面试订阅5111Why Earlier Cashflow MattersTwo projects pay the same total cash over three years, but one front-loads more of it. Why is its present value typically higher when discount rates are positive?金融与交易困难essay未尝试面试订阅5112Why Discount Factors Are UsefulWhy do rates desks often think in discount factors rather than only in interest rates?金融与交易困难essay未尝试面试订阅5113Compounding Convention RiskWhy can using the wrong compounding convention create pricing discrepancies even if the quoted number looks similar?金融与交易困难essay未尝试面试订阅5114Why Break-Even Rates MatterWhy is solving for an implied or break-even discount rate often more informative than reporting a present value alone?金融与交易困难essay未尝试面试订阅5115Why Long-Dated Cashflows Are SensitiveWhy does a small change in discount rate usually move the value of a far-dated cashflow more than that of a near-dated one?金融与交易困难essay未尝试面试订阅5116Coupon Bond Price 1A 3-year annual-coupon bond has face 100, coupon rate 0.05, and yield to maturity 0.04. What is its price?金融与交易中等数值题未尝试面试订阅5121Clean And Dirty Price 1A bond's annual coupon payment is 6. A buyer settles after 0.25 of the coupon period has elapsed, and the quoted clean price is 101.2. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5122Clean And Dirty Price 2A bond's annual coupon payment is 4.5. A buyer settles after 0.5 of the coupon period has elapsed, and the quoted clean price is 98.8. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5126Macaulay And Modified Duration 1For a 4-year annual-coupon bond with face 100, coupon rate 0.05, and yield 0.04, compute Macaulay duration and modified duration.金融与交易困难数值题未尝试面试订阅5131Duration-Convexity Approximation 1A bond has current price 102, modified duration 4.3, and convexity 18. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.01?金融与交易中等数值题未尝试面试订阅5132Duration-Convexity Approximation 2A bond has current price 98.5, modified duration 3.1, and convexity 11. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.015?金融与交易中等数值题未尝试面试订阅5133Duration-Convexity Approximation 3A bond has current price 105.2, modified duration 5.5, and convexity 25. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.02?金融与交易中等数值题未尝试面试订阅5134Duration-Convexity Approximation 4A bond has current price 99, modified duration 2.8, and convexity 9. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.01?金融与交易中等数值题未尝试面试订阅