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Author Topic: Swap Examples  (Read 14342 times)

Lionel.Kapff

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Swap Examples
« on: June 28, 2009, 01:14:11 am »
Please find my homework attached.
« Last Edit: December 21, 2009, 05:01:18 pm by LK »

Offline larissa

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Re: Homework
« Reply #1 on: June 28, 2009, 02:50:03 pm »
Solution attached.

Best regards,
Larissa Mader

Offline Benjamin Guin

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Re: Homework
« Reply #2 on: June 28, 2009, 08:10:32 pm »
Here are my solutions!

I hope to see you all soon.

Benjamin

Offline Michal Wilczek

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Re: Homework
« Reply #3 on: June 29, 2009, 08:34:19 pm »
Solution attached

best regards,

Michal Wilczek

JuliaKessler

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Re: Homework
« Reply #4 on: June 29, 2009, 09:15:55 pm »
Solution attached

Offline leoniekrauss

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Re: Homework
« Reply #5 on: June 29, 2009, 09:41:13 pm »
Homework attached!

Best regards

Leonie Krauß

Offline Alena Hörger

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Re: Homework
« Reply #6 on: June 29, 2009, 10:12:44 pm »
Please find my homework attached. I just changed the Disney swap example...

Best regards,

Alena Hörger
« Last Edit: August 03, 2009, 04:08:32 pm by Alena Hörger »

Offline HannahHerrmann

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Re: Homework
« Reply #7 on: June 30, 2009, 08:22:35 am »
Please find my homework attached.

Hannah Herrmann
« Last Edit: August 01, 2009, 10:29:27 am by HannahHerrmann »

Offline Renchen

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Re: Homework
« Reply #8 on: June 30, 2009, 06:13:30 pm »
Please find my solution attached.

Best regards,
Irene Komarowsky

Offline martina.weisser

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Homework
« Reply #9 on: June 30, 2009, 08:32:15 pm »
My solution for the interest rate swaps is attached.
Best regards,
Martina Weisser

Offline sabine.pfaff

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Re: Homework
« Reply #10 on: June 30, 2009, 10:14:39 pm »
Homework is attached.

Best regards
Sabine

Offline Winge

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Re: Homework
« Reply #11 on: July 01, 2009, 10:16:01 am »
Please find my homework attached.

Greetings
Winfried Gernert

Offline J.Ritter

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Re: Homework
« Reply #12 on: July 01, 2009, 03:26:49 pm »
Hello everyone,

you can find my homework attached.

Take care,
Julian Ritter

Offline B.Tisch

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Re: Homework
« Reply #13 on: July 01, 2009, 05:57:43 pm »
Excel solution attached, but there is still something unclear to me:
I calculated all values in the swap agreement by using the ratio of payments to the nominal amount received in period t=0. But I do not understand which interest rate underlies the cash flows (in Yen) in period t=1-9, and I don't understand why the cash flow in t=20 is larger than the previous ones. One could expect that the cash flows reduce, since the total debt reduces. Can someone help?
Best regards,
Barbara Tisch
« Last Edit: July 02, 2009, 12:30:01 pm by B.Tisch »

Offline florian totzauer

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Re: Swap Examples
« Reply #14 on: July 01, 2009, 10:08:24 pm »
Solution is attached.
By the way, I could not really figure out the yen swap loan payment structure either (e.g. in the lecture notes on slide 12 in the green column). The ECU payments are obvious, but how do you derive the -483.226 interest payments for the Yen loan?

See you
« Last Edit: July 17, 2009, 02:41:00 pm by Ted Azarmi »