问题如下图:老师,请问下2850.66是咋算出来的?
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NO.PZ2016082402000008 问题如下 Suppose the favalue of a three-yeoption-free bonis US1,000 anthe annucoupon is 10%. The current yielto maturity is 5%. Whis the mofieration of this bon 2.62 2.85 3.00 2.75 ANSWER: A面值为1000的3年的option-free的债券,coupon rate为10%,YTM为5%,求mofieration是多少?ration=8.38%*1+7.98%*2+83.64%*3=2.75mofieration=2.75/1.05=2.62 助教你好我都快被这问题烦死了😩,之前我问过类似问题,助教回答如果题目没特别指明,那FRM多是连续复利。但是本题就不是连续复利。所以,除了像FRA这种明显用单利去计算的产品,衍生品和债券在题目没有刻意说明怎么复利的情况下,是默认怎么处理呀?可以总结一下吗。。。谢谢!
NO.PZ2016082402000008问题如下 Suppose the favalue of a three-yeoption-free bonis US1,000 anthe annucoupon is 10%. The current yielto maturity is 5%. Whis the mofieration of this bon 2.62 2.85 3.00 2.75 ANSWER: Ain Table below, we lout the cash flows anfinuration is then 2.75, anmofieration 2.62.老师什么时候是m分之y呢,这个bon是一年付息两次嘛
NO.PZ2016082402000008问题如下 Suppose the favalue of a three-yeoption-free bonis US1,000 anthe annucoupon is 10%. The current yielto maturity is 5%. Whis the mofieration of this bon 2.62 2.85 3.00 2.75 ANSWER: Ain Table below, we lout the cash flows anfinuration is then 2.75, anmofieration 2.62.
Suppose the favalue of a three-yeoption-free bonis US1,000 anthe annucoupon is 10%. The current yielto maturity is 5%. Whis the mofieration of this bon 2.62 2.85 3.00 2.75 ANSWER: A in Table below, we lout the cash flows anfinration is then 2.75, anmofieration 2.62. 老师,能详细一下这道题吗
NO.PZ2016082402000008 2.85 3.00 2.75 ANSWER: A in Table below, we lout the cash flows anfinration is then 2.75, anmofieration 2.62. 老师可以详细一下这道题吗