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ACCA P4: Advanced Financial Management Education Notes

ACCA PAPER P4
Advanced Financial
Management

Module 9

Hedging Interest Rate Risk

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ACCA P4: Advanced Financial Management Education Notes

Lecture Overview

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ACCA P4: Advanced Financial Management Education Notes

Example FRA

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ACCA P4: Advanced Financial Management Education Notes

Example Global Inc

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ACCA P4: Advanced Financial Management Education Notes

Basis Calculation

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ACCA P4: Advanced Financial Management Education Notes

Example Imperfect Hedge

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ACCA P4: Advanced Financial Management Education Notes

Example Interest rate swap via in intermediary

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

Example RGI

Solution:

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

Example: Option Prices

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ACCA P4: Advanced Financial Management Education Notes

Example:

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ACCA P4: Advanced Financial Management Education Notes

Solution:

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ACCA P4: Advanced Financial Management Education Notes

QUESTION

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ACCA P4: Advanced Financial Management Education Notes

Answer:

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ACCA P4: Advanced Financial Management Education Notes

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ACCA P4: Advanced Financial Management Education Notes

Raising Finance Pilot paper Q4

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