Search the whole station

# 金融工程作业代写 IEOR 4700代写 金融作业代写 金融代写

105

## Homework 10: Wednesday April 7 2021

Due Friday April 16 2021. Total 100 points

### Problem 1. [25 points]

The current spot interest rates with continuous compounding are as follows:

Find the corresponding continuously compounded annual forward rates for the quarters 2 – 6.

___________________

### Problem 2. [25 points]金融工程作业代写

Assume the continuously compounded spot rates of Problem 1. Find the value of an FRA that enables the holder to pay a fixed rate of 9.5%, compounded quarterly, for one quarter starting in 1 year and ending in 15 months, and receive floating rates, on a principal of \$2,000,000.

__________

### Problem 3. [25 points]金融工程作业代写

A financial institution entered into an interest rate swap with company X two years ago to receive 10% fixed rate and pay 6-month LIBOR on a principal of \$10 million ending in three years. Thus, the remaining life of the contract today is 1 year. The payments are made semiannually and the rates are quoted with semiannual compounding:

The following were the discount factors two years ago when the swap was entered:

How much did the financial institute pay to or receive from company X two years ago to enter into the swap? [25 points]

____________________

### Problem 4. [25 points]金融工程作业代写

Continuing with the problem above. The following were the historical 6-month Libor rates in the past two years:

Write down the cash flow stream of the financial institution resulting from the swap in the past two years (including the cash flow today).

The next:

### Related recommendations

• #### 金融工程考试代考 E4700代写 金融代写 Exam代写

321

E4700 Final Examination 170 points total 金融工程考试代考 You can make use only of your lecture notes but no other sources of information or help in completing this exam. You may use only a ...

View details
• #### 代写代考安全吗？被发现了会被抓起来吗？

649

代写代考安全吗？被发现了会被抓起来吗？ 代写代考 留学生在国外的学习过程的压力都是非常的大的，很多留学生都害怕自己最后毕不了业，让自己的时间白白的浪费，还浪费了家里的资金，非常的郁闷，为了能够顺...

View details
• #### 国际商业金融代写 International Business Finance代写

608

FINS3616 – International Business Finance iLab Assignment 国际商业金融代写 Weighting This assessment is worth 15% of your final grade for FINS3616 – International Business Finance. Next ...

View details
• #### 动态资产定价代写 Dynamic Asset Pricing代写 三项式定价代写

235

Dynamic Asset Pricing Homework 1 Bruno Dupire 动态资产定价代写 1) Trinomial pricing In this economy, a stock and a bond can be freely traded (bought or sold short). Initial dollar price of t...

View details
1