Search results “Calculating ytm for coupon bonds”

UPDATE: You can also find the YTM by trial and error. If you plug in 0.06 for the YTM in the equation this gives you $91,575, which is lower than $92,227. YTM = 0.058 gives you $92,376, which is a little bit higher than $92,227. YTM = 0.0585 gives you $92,175, but YTM = 0.0584 gives you $92,215 which is very close to $92,227. Thus, 5.84% is the approximate YTM
This video explains how to calculate the yield-to-maturity of a coupon bond. A comprehensive example is provided that shows the formula for calculating the yield, but the video also provides a Microsoft Excel formula that provides an easier means of determining the yield.
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Edspira

This video demonstrates how to calculate the yield-to-maturity of a zero-coupon bond. It also provides a formula that can be used to calculate the YTM of any zero-coupon bond.
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In this lesson, we began to understand the important terms that truly value a bond. Since most investors will never hold a bond throughout the entire term, understanding how to value the asset becomes very important. As we get into the second course of this website, a thorough understanding of these terms is needed. So, be sure to learn it now and not jump ahead.
We learned that there are two ways to look at the value of a bond, simple interest and compound interest. As an intelligent investor, you'll really want to focus on understanding compound interest. The term that was really important to understand in this lesson was yield to maturity. This term was really important because it accounted for almost every variable we could consider when determining the true value (or intrinsic value) of the bond. Yield to Maturity estimates the total amount of money you will earn over the entire life of the bond, but it actually accounts for all coupons, interest-on-interest, and gains or losses you'll sustain from the difference between the price you pay and the par value.

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Preston Pysh

Given four inputs (price, term/maturity, coupon rate, and face/par value), we can use the calculator's I/Y to find the bond's yield (yield to maturity). For more financial risk videos, visit our website! http://www.bionicturtle.com

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Bionic Turtle

Yield to maturity (YTM) is the total return anticipated on a bond if the bond is held until the end of its lifetime. ... In other words, it is the internal rate of return of an investment in a bond if the investor holds the bond until maturity and if all payments are made as scheduled.
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Yadnya Investment Academy

Example: Purchase 6% coupon interest rate bond for $1,000 with 10 years to maturity. Sell the bond in one year when interest rates are 9%. What's the investor's rate of return?

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1sportingclays

This video explains the meaning of the yield to maturity (YTM) of a coupon bond in the coupon bond valuation formula and how to calculate the YTM using a financial calculator.

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Michael Padhi

This video will show you how to calculate the bond price and yield to maturity in a financial calculator.
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I Hate Math Group, Inc

A brief demonstration on finding the Yield to Maturity of a bond

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Friendly Finance with Chandra S. Bhatnagar

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An example of calculating Yield-to-Maturity using the 5-key approach.

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Kevin Bracker

This video from N S TOOR School of Banking, explains the concept of Yield to Maturity. It also provides a case study to understand the concept of YTM

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Ns Toor

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YTM (Yield to Maturity): of a bond or other fixed-interest security, such as gilts, is the internal rate of return (IRR, overall interest rate) earned by an investor who buys the bond today at the market price, assuming that the bond will be held until maturity, and that all coupon and principal payments will be made on schedule.
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EduPristine

In this revision video we work through some numerical examples of the inverse relationship between the market price of fixed-interest government bonds and the yields on those bonds.
Government bonds are fixed interest securities. This means that a bond pays a fixed annual interest – this is known as the coupon
The coupon (paid in £s, $s, Euros etc.) is fixed but the yield on a bond will vary
The yield is effectively the interest rate on a bond. The yield will vary inversely with the market price of a bond
1.When bond prices are rising, the yield will fall
2.When bond prices are falling, the yield will rise
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tutor2u

Yield to maturity (YTM) is the total return anticipated on a bond if the bond is held until the end of its lifetime. Yield to maturity is considered a long-term bond yield, but is expressed as an annual rate. In other words, it is the internal rate of return of an investment in a bond if the investor holds the bond until maturity and if all payments are made as scheduled.
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Learning sessions

This video explains how to calculate the coupon rate of a bond when you are given all of the other terms (price, maturity, par value, and YTM) with the bond pricing formula.

Views: 4234
Michael Padhi

What's the difference between a spot rate and a bond's yield-to-maturity? In this video you'll learn how to find the price of the bond using spot rates, as well as how to find the yield-to-maturity of a bond once we know it's price.
Simply put, spot rates are used to discount cash flows happening at a particular point in time, back to time 0. A bond's yield-to-maturity is the overall return that the investor will make by purchasing the bond - think of it as a weighted average!

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Arnold Tutoring

Bond Semi-annual Yield-to-Maturity

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Prof. Mohammed Ahmed

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Yield to Maturity
This is a rate of return which is generated by a bond over a period up to its maturity. If the future cash flows of interest and redemption price are discounted using YTM, the present value of such cash flows will be equal to its actual market price. In other words, a rate of discounting which can make the intrinsic value equal to the actual market price can be considered as YTM Rate.
For example, if a bond is issued at par with face value of ` 1,000 and redeemable at par with coupon rate of 10% per annum is actually providing the yield of 10% per annum. In other words, the YTM of such bond shall be 10% per annum.
However, in the same example if the bond is redeemable at premium, other things remaining same, it would obviously provide an yield higher than 10%.
Annuity Bonds
These bonds are paid over a period of time by the same amount of cash flows each year. Therefore, there is neither any coupon payment nor any redemption price. All the cash flows of these bonds are spread over their life by way of annuities.
These are bonds which would repay the principal over its life along with interest by way of constant cash flows. For example, a bond that is issued at ` 1,000 with 5 years life provides an annuity of ` 260 per annum at end of each year over its life of 5 years.
The total cash flows over 5 years will be (` 260 x 5) = ` 1,300
This includes the principal repayment of ` 1,000 and the total interest of ` 300.
Changes in Intrinsic Value of Bond as it approaches its Maturity
(Inter-relationship between Intrinsic value and Redeemable Value)
The intrinsic value of the bond gets closer to the redemption price as and when the bond approaches its maturity. If a Premium Bond is redeemable at par, its intrinsic value constantly declines over time. If a Discount Bond is redeemable at par, its intrinsic value constantly rises over time.
Zero Coupon Bonds (ZCB)
These are bonds which do not provide any coupon payments. In other words, there is no interest payable on such bonds. These bonds are either issued at nominal discount or at par and redeemable at a significant premium. The present value of cash flows from this bond considers only the present value of redemption price which is its intrinsic value. With maturity date coming closer the intrinsic value of such bonds increases.
Deep Discount Bonds (DDB)
These are such zero coupon bonds, which are redeemable at par but issued at significant discount.
Callable Bonds
A callable bond is such a bond that provides an option to the issuer to call for redemption at an earlier date as compared to maturity. Such bonds are generally redeemed before maturity if the interest rate in the market declines. Inversely if the interest rate increases the issuer will opt for redemption of the bonds at the specified maturity date only. The call date is a specified date at which the issuer can call for premature redemption. The call price of a bond generally is higher than the redemption price payable on maturity, in order to compensate the investor.
Yield to Call (YTC)
YTC is applicable only for callable bonds. YTC is determined just like YTM. The only difference is, while determining YTC the applicable date of redemption will be the call date and not maturity date and the redemption value applicable at the call date shall be considered in place of redemption at maturity.
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CA Nikhil Jobanputra

What is yield to maturity (YTM)?
What is bond?
How to calculate Yield to Maturity (YTM) ?
Introduction of yeild to maturity
Value a Bond and Calculate Yield to Maturity (YTM)
Related terms to bond.
Numerical on bond
Value of bond
JAIIB CAIIB BOND BASICS DIFFERENCE BETWEEN YIELD AND YTM
Coupon rate
face value
Finding Yield to Maturity using Excel
How to calculate yield to maturity?

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GrowYourself

This video explains how to calculate the yield to maturity (YTM) of a zero coupon bond using the lump sum formula.

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Michael Padhi

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ASWINI BAJAJ

A brief demonstration on calculating the price of a bond and its YTM on a financial calculator

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Friendly Finance with Chandra S. Bhatnagar

In this video, I discuss how to calculate YTM using the trial & error method. I then follow it up with how to calculate YTM using the Goal Seek function in Excel (which essentially does the trial & error in the backdrop).

Views: 5993
S Roy

An example of pricing a zero-coupon bond using the 5-key approach.

Views: 38390
Kevin Bracker

Example: Suppose you have a risk-free bond that has a face value of $100, a two year maturity, pays a 3 percent coupon with semiannual coupons. The bond is currently trading at $97. What are the stream of cash flows associated with the bond? What is the yield to maturity.

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Jonathan Kalodimos, PhD

This narrated PPT describes how a zero coupon bond works, along with an example of how to calculate the yield to maturity. We contrast the yield to maturity with the bond equivalent yield.

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Elizabeth Schmitt

Video provides step-by-step instructions for finding the yield of a corporate bond using the Texas Instruments BA-II Plus Calculator

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Jim McIntyre

http://www.subjectmoney.com
http://www.subjectmoney.com/definitiondisplay.php?word=Bond%20Pricing
In this video we show you how to calculate the value or price of a bond. We teach you the present value formula and then use examples to discount the coupon payments and principle payment to their present value. We also show you how to solve the price of a semi-annual bond. In this case you would multiply the periods by two and divide the YTM and coupon payments by 2. We also show you how to solve the accrued interest of a bond to find out what it would sell for at a date that is not on the exact coupon payment date.
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Subjectmoney

Here I solve a yield to maturity on a bond that pays semi-annual interest payments.

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1sportingclays

This video makes a clear distinction between two commonly conflated fixed income market concepts: yield to maturity and rate of return. Though often described as a measure of future returns and regularly used as a proxy for such, as ways of conceiving of yield to maturity those interpretations are respectively inaccurate and potentially problematic. The presentation illustrates the method for computing the two measures and identifies why they will likely never be the same for long-term coupon securities.
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Insider's Guide to Finance

Yield to maturity (YTM, yield) is the bond's internal rate of return (IRR). It is the rate that discounts future cash flows to the current market price. For more financial risk management videos, visit our website at http://www.bionicturtle.com

Views: 229385
Bionic Turtle

Views: 8263
Hu Teaching

This video will help in understanding various topics like Bonds, Interest rates, YTM, Coupon Rate, Maturity, Yields, Relation of Interest rates with Bond Price

Views: 1554
GeekDonkey

This video shows how to calculate the yield-to-maturity of a zero-coupon bond using forward rates. A comprehensive example is provided to demonstrate how a formula can be used to compute the yield of a zero-coupon bond when you know the forward rates.
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Edspira

Zero coupon bond calculations of Nth root using simple calculator - Very useful for JAIIB and CAIIB Paper.
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Learning sessions

In this tutorial, you’ll learn how to approximate the Yield to Maturity (YTM) of a bond, including how you might modify it to cover Yield to Call and Yield to Put as well as real-life scenarios with debt investing.
http://breakingintowallstreet.com/
"Financial Modeling Training And Career Resources For Aspiring Investment Bankers"
Table of Contents:
1:14 Part 1: The Yield to Maturity (YTM) and What It Means
5:27 Part 2: How to Quickly Approximate YTM
10:19 Part 3: How to Extend the Formula to Yield to Call and Yield to Put
13:32 Part 4: How to Use This Approximation in Real Life
16:27 Recap and Summary
Part 1: The Yield to Maturity (YTM) and What It Means
Yield to Maturity is the internal rate of return (IRR) from buying the bond at its current market price and holding it to maturity.
Assumption #1: You hold the bond until maturity.
Assumption #2: The issuer pays all the coupon and principal payments, in full, on the scheduled dates.
Assumption #3: You reinvest the coupons at the same rate.
Intuition: What’s the *average* annual interest rate % + capital gain or loss % you earn from the bond?
You can use the YIELD function to calculate this in Excel:
=YIELD(Settlement Date, Maturity Date, Coupon Rate, Bond Price % Par Value Out of the Number 100, 100, Coupon Frequency)
For example, if you buy a 5% bond for 96.23% of its par value on December 31, 2014, and hold it until its maturity on December 31, 2024, you could enter:
=YIELD(“12/31/2014”, “12/31/2024”, 5%, 96.23, 100.00, 1) = 5.500%
You could also project the cash flows from the bond and use the IRR function to calculate YTM, but this will work only for annual periods and annual coupons.
Part 2: How to Quickly Approximate YTM
Approximate YTM = (Annual Interest + (Par Value – Bond Price) / # Years to Maturity) / (Par Value + Bond Price) / 2
Intuition: Each year, you earn interest PLUS an annualized gain on the bond price if it’s purchased at a discount (or a loss if it’s purchased at a premium).
And you earn that amount on the “average” between the initial bond price and the amount you get back upon maturity.
For example, on a 10-year $1,000 bond with a price of $900 and coupon of 5%:
Annual Interest = 5% * $1,000 = $50
Par Value – Bond Price = $1,000 – $900 = $100
(Par Value + Bond Price) / 2 = ($1,000 + $900) / 2 = $950
Approximate YTM = ($50 + $100 / 10) / $950 = $60 / $950 = ~6.3%
There are a few limitations: the approximation doesn’t work as well with big discounts or premiums to par value, nor does it work as well with different settlement and maturity days. It also will not handle floating interest rates since it assumes a fixed coupon.
Part 3: How to Extend the Formula to Yield to Call and Yield to Put
Call options on bonds let companies redeem a bond early when interest rates have fallen, or its credit rating has improved, meaning it can refinance at a lower rate.
Usually, the company has to pay a premium to par value to call the bond early.
Put options are the opposite, and let investors force early redemption (usually when interest rates have risen, or the company’s credit rating has fallen).
Approximate Yield to Call or Yield to Put = (Annual Interest + (Redemption Price – Bond Price) / # Years to Maturity) / ((Redemption Price + Bond Price) / 2)
For example, to calculate the Yield to Call on a 10-year $1,000 bond with a price of $900, coupon of 5%, and a call date 3 years from now at a redemption price of 103:
Approximate YTC = ($50 + ($1,030 – $900) / 3) / (($1,030 + $900) / 2)
Approximate YTC = ($50 + $43) / $965 = $93 /$965 = ~9.7%, which you can estimate as “just under 10%”
Part 4: How to Use This Approximation in Real Life
Example: You’re at a credit fund that targets a 10% IRR on investments in high-yield debt.
JC Penney has a 4-year 7.950% bond that’s currently trading at 91.75 (as in, 91.75% of par value).
This seems like an easy “yes”: you get around 8% interest per year + an 8% discount / 4, and ~10% / average price of 96% results in a yield just above 10%.
BUT will a distressed company be able to repay the bond principal upon maturity? What if its financial situation worsens?
You estimate that in the best-case scenario, you’ll get 65% of the principal back upon maturity (65% “recovery percentage”). The recovery percentage will be 47% and 13% in more pessimistic cases.
Scenario 1 Approximate YTM: (8% – 27% / 4) / 78.5% = 1.6%
Scenario 2 Approximate YTM: (8% – 45% / 4) / 69.5% = -4.7%
So this is almost certainly a “No Invest” decision if these recovery percentages are accurate – even in the Upside Case, we’re far below 10%.
RESOURCES:
https://youtube-breakingintowallstreet-com.s3.amazonaws.com/Yield-to-Maturity-Formula-Slides.pdf
https://youtube-breakingintowallstreet-com.s3.amazonaws.com/Yield-to-Maturity-Formula.xlsx

Views: 17737
Mergers & Inquisitions / Breaking Into Wall Street

This video is about computing zero-coupon bond using excel.

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InLecture

The current yield and yield to maturity (YTM) are two popular bond yield measures. The current yield tells investors what they will earn from buying a bond and holding it for one year. The yield to maturity (YTM) is the bond's anticipated return if held until it matures.

Views: 102970
Investopedia

The coupon rate is the annual interest rate paid on a bond. It is represented as a percentage of the bond's face value. This video provides a brief explanation of what coupon rate means, and provides a visual example of how it is typically used and calculated.
Learn more at: http://marketbusinessnews.com/financial-glossary/coupon-rate/

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This tutorial will show you how to calculate bond pricing and valuation in excel. This teaches you how to do so through using the NPER() PMT() FV() RATE() and PV() functions and formulas in excel.
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TeachExcel

This video shows how to calculate the Forward Rate using yields from zero-coupon bonds. A comprehensive example is provided along with a formula to show how the Forward Rate is computed based on zero-coupon yields.
Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.Edspira.com
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Edspira

Calculate Yield to Maturity using Hit and Trial Method Problem solved. #JAIIB #CAIIB
Yield to maturity (YTM) is the total return anticipated on a bond if the bond is held until it matures. Yield to maturity is considered a long-term bond yield but it is expressed as an annual rate. In other words, it is the internal rate of return (IRR) of an investment in a bond if the investor holds the bond until maturity, with all payments made as scheduled and reinvested at the same rate.
Yield to maturity is also referred to as "book yield" or "redemption yield."
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Learning sessions

This video shows how to calculate the issue price of a bond that pays semiannual interest. The issue price is the sum of: (1) the present value of the face value of the bond, which is to be paid when the bond matures, and (2) the present value of the interest payments. Because the bond pays interest semiannually, the interest rate should be divided by two and the number of periods should be adjusted (e.g., if it is a 10-year bond, there would be 20 periods because interest is paid twice a year). The video provide formulas to calculate the present values and illustrates the computations using an example.
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Views: 33796
Edspira

how to calculate coupon rate on a bond
examples using excel and financial calculator

Views: 21537
Elinda Kiss

An example of finding the YTM (yield to maturity) of a bond using the =RATE formula in Excel.

Views: 54460
Jeff Davis

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Pool Accessary Options. Types of Pool Water Sanitation. There are a variety of pool water treatment options beyond the traditional chlorine, although it remains the most popular option. Chlorine is added to a pool to combat algae or other bacteria that can gather in the water. Chlorinated water relies on a proper pH balance to prevent an overly chemical-smelling pool. While saline pools, also known as saltwater pools, are not chlorine-free, they consist of a salt-chlorine generator that produces lower levels of chlorine. Mineral water pools are chlorine-free and use disinfecting minerals to prevent bacteria and algae. Pool Maintenance.