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Bond Valuation

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Bond Valuation
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Bond Valuation



Economics 71a: Spring 2007

Mayo Chapter 13

Lecture notes 4.4

Goals

 Easy valuation

 Present values

 Yield

 Yield to maturity

 Difficult issues

 Interest rates

 Defaults

 Call options

Present Values and Bonds

 Bond example:

 Par = 1000

 Coupon = 5% = $50 (per year)

 Required return, k = 7%

 Maturity = 3 years

Bond Example

Present Value



50 50 1050

PV =  

2

1.07 1.07 1.07 3

PV = 947.51









Bond Pricing

 Bonds tradeat a given price

 May be above or below your valuation

 Strategy

 Buy if price present value

Yield

 Interest/Price

 Example

 Par = 1000

 Coupon = 5%

 Current price = 900

 Yield = 50/900 = 5.56%

Yield to Maturity

 Required return to get get PV = Price

 Similar to internal rate of return

 Requires computer

Yield to Maturity



50 50 1050

900 =  

2

(1 + k) (1 k) (1 k) 3

k = 8.02%









Semiannual Interest

Pays every 6 months

 Par = 1000

 Coupon = 5%, pays (1/2)50 = 25 every

6 months

 Maturity = 3 years

 k = 8% (k per 6 months = 4%)

Semi-annual Bond



5

25 1025

PV =  

i1

i

(1 + 0.04) (1  0.04) 6

PV = 921.37









Goals

 Easy valuation

 Present values

 Yield

 Yield to maturity

 Difficult issues

 Interest rates

 Defaults

 Call

Interest Rates

k = RF + RP

 RF = risk free rate

 RF rises

 Bond price falls

 RF falls

 Bond price rises

 Sensitivity to interest changes =

“Duration”

Bond Prices and Duration

 Two bonds: 1 and 5 year zero coupon

 RP = 0 (government bond)

 Interest rate change 3% to 5%

 1 year bond

 Price = 970.87 -> 952.38

 5 year bond

 Price = 862.61 -> 783.53

 Longer maturity leads to more interest

sensitivity

The Term Structure

 Different rates for different horizons

 6 month

 1 year

 2 years

 5 years

 10 years

 30 years

Yield Curve

Interest Rate

Annual %









5%









1 2 5 10 20

Years into future

Time of maturity

The Yield Curve

 The yield curve changes over time

 See “The living yield curve” website

 Inverted yield curves

 The yield curve and GDP

Bond Example

Present Value



50 50 1050

P=  

2

(1+ k1 ) (1 k 2 ) (1 k 3 ) 3









Defaults

 When bond defaults, investors get firm assets

(likely zero)

 Probability related to bond rating

 Risk premium increases with probability of

default

 k = RF + RP

 Higher default probability

 Higher RP

 Lower price

Call Option

 Definition

 Option that lets firm buy back bond

 Get paid par + some percentage

 Shuts down bond investment

refinancing

 Similar to

 Depends on interest movements

 Impacts price, but difficult to value

Final Thoughts on Bonds

 Stable income streams

 Easier to evaluate than stocks

 More structure

 Fewer hunches

 Easier forsophisticated professionals to

have an edge

 Stocks are more guesswork


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