FINANCE-304 Financial Modeling Fall 2024 Group Project 2Prolog

Java Python FINANCE-304 Financial Modeling

Fall 2024

Group Project 2

Due at 11:59pm on Sunday, October 13th, 2024

Important Instructions:

1. This group project is a group effort. Everyone in the group should collaborate and solve each question together.  

2. If you are the group leader, submit your group project as an Excel file (“Excel MacroEnabled Workbook" (with suffix “.xlsm") if you use the Getformula() function which I have already included in the project template) through Moodle, under the Group Project Two Submission. Any late submission will NOT be accepted.  

3. Please make sure to write each of your group member’s full names at the top of the Name sheet.

4. You must use Getf FINANCE-304 Financial Modeling Fall 2024 Group Project 2Prolog ormula() or Formulatext() to show your formulas whenever you use a formula to do the calculations. Otherwise 2 points will be deducted as a punishment out of the 10 points.

Use the template that are provided in Project 2 folder to do the following. Download the template file named "Project 2 - Template".

(1). Compute on Sheet 2 the convexity for these two bonds using the templates. (2 points)

(2). On the TOP RIGHT corner of Sheet 2, use  

to calculate the percentage change in price for each of these two bonds when the yield (2 points) a. increases by 1%  

b. decreases by 1%

Note: D*_m is the Modified duration. Even though duration is on another sheet, you still can point to/reference it