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Bond analysis Bond attributes Bond pricing Appropriate yield to maturity Intrinsic value The relationship between the yield and price Bond risk management When the maturity and the payment time is not consistent Interest risk Reinvestment risk The approach of risk management Duration Convexity◼ Bond analysis ◼ Bond attributes ◼ Bond pricing ◼ Appropriate yield to maturity ◼ Intrinsic value ◼ The relationship between the yield and price ◼ Bond risk management ◼ When the maturity and the payment time is not consistent ◼ Interest risk ◼ Reinvestment risk ◼ The approach of risk management ◼ Duration ◼ Convexity
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