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By Carol Garhart Mooney
Study the paintings of 5 groundbreaking schooling theorists—John Dewey, Maria Montessori, Erik Erikson, Jean Piaget, and Lev Vygotsky—in relation to early youth. Theories of youth offers a uncomplicated advent to every theorist and explains the connection of thought to perform and its effect on genuine childrens, lecturers, and study rooms. This variation displays present educational studying criteria and contains new understandings of Vygotsky's paintings. it's a renowned consultant to assist early formative years execs concentrate on the theories at the back of strong baby care practices. it's also a widely-used textual content in undergraduate courses, group collage classes, and coaching workshops that target early improvement and education.
Carol Garhart Mooney has been an early youth educator for greater than 40 years. She can be the writer of Theories of Attachment, Use Your phrases, and Swinging Pendulums.
Read or Download Theories of Childhood: An Introduction to Dewey, Montessori, Erikson, Piaget & Vygotsky (2nd Edition) PDF
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Extra info for Theories of Childhood: An Introduction to Dewey, Montessori, Erikson, Piaget & Vygotsky (2nd Edition)
Example text
Still, despite the limitations imposed by its underlying assumptions, the YTM is the main measure of return used in the markets. 5 Example: yield to maturity for semiannual coupon bond. 50, an annual coupon of 3% and exactly 1 year before maturity. 50 each and a redemption payment of $100. 13) gives: 98:50 ¼ 1:50 103:50 þ 1 ð1 þ 2 rmÞ ð1 þ 12 rmÞ2 Note that the equation uses half of the YTM value rm because this is a semiannual paying bond. The expression above is a quadratic equation, which can be rearranged as: rm 98:50x2 À 1:50x À 103:50 ¼ 0; where x ¼ 1 þ 2 The equation may now be solved using the standard solution for equations of the form ax 2 þ bx þ c ¼ 0: pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi Àb Æ b2 À 4ac x¼ 2a There are two solutions, only one of which gives a positive redemption yield.
The dirty price at this point is below the clean price, reflecting the fact that accrued interest is now negative. This is because – if the bond is traded during the ex-dividend period – the seller, not the buyer, receives the next coupon, and the lower price is the buyer’s compensation for this loss. On the coupon date, the accrued interest is 0, so the clean and dirty prices are the same. 25): Nxt À Nxc AI ¼ C Â Day base ! ð1:25Þ where AI ¼ Next accrued interest; C ¼ Bond coupon; Nxc ¼ Number of days between the ex-dividend date and the coupon payment date; Nxt ¼ Number of days between the ex-dividend date and the date for the calculation; Day base ¼ Day-count base (see below).
Bonds are debt instruments that represent cash flows payable during a specified time period. They are a form of debt, much like how a bank loan is a form of debt. The cash flows they represent are the interest payments on the loan and the loan redemption. Unlike commercial bank loans, however, bonds are tradeable in a secondary market. Bonds are commonly referred to as fixed-income instruments. This term goes back to a time when bonds paid fixed coupons each year. That is no longer necessarily the case.