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Old 02-13-2013, 08:30 AM
Amoolya Amoolya is offline
Join Date: Feb 2013
Posts: 1
Default Project work related to Bonds

Hi everyone

I am doing my M.Sc.Actuaries in India.

I am planning to do a project, and so i have come up with a topic " Bond price fluctuations due to interest rates ".

I was planning to put up some graphs and show the changes in Bond prices due to interest rates (with different duration's).

And now i don't know what else i can add to my project. Any ideas or suggestions what else i can include would be appreciated.

Thank you.
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Old 02-13-2013, 12:15 PM
Colymbosathon ecplecticos's Avatar
Colymbosathon ecplecticos Colymbosathon ecplecticos is offline
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Posts: 6,153

Add a constant rate of default to your model (assume no recoveries). See what this does to duration.

Add a constant rate of default to your model with recoveries (payable at the time of default). How does the recovery rate affect the duration?
"What do you mean I don't have the prerequisites for this class? I've failed it twice before!"

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