Case Name :      Greydanus, Boeckh & Associates: The Yield Curve Kink Decision

Authors :           Stephen R. Foerster

Source :             Ivey Publishing

Case ID :            9A98N022

Discipline :        Finance

Case Length :    17 pages

Solution Sample availability : YES

Plagiarism : NO (100% Original work)

A bond portfolio manager is re-evaluating the funds position in government bonds. His team had attempted to take advantage of a mis-priced bond and was now in the process of re-examining the recent move in interest rates, the current shape of the yield curve, and the forecast for interest rate changes. This case introduces students to fundamental bond valuation and price change issues, including duration and convexity, as well as bond management styles.