关于计算 macaulay duration

闭门思过中 |浏览795次
2018/04/07 12:54

Assume that you are dealing with a 6-year bond with face value $100 paying a coupon of 10.00% in semi-annual installments. The annualized discount rate is given as 10.25%.


Q1:Compute the corresponding semi-annual and continuous discount rates

Q2:Use a table like the one we discussed in class to compute the price of the bond and its Macaulay duration. 


哪位大神可以列下阶梯步骤啊....感激不尽....


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