LordJ
2021-04-04 14:29老師,這道題目不知道如何解答
所屬:FRM Part I > Valuation and Risk Models 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Adam助教
2021-04-06 19:48
該回答已被題主采納
同學(xué)你好,這里顯示的不完整: 10-year 8% coupon bond currently sells for $90. A 10-year 4% coupon bond currently sells for $80. What is the 10-year zero rate? (Considering continuously compounding)
很簡(jiǎn)單,勘察的是兩點(diǎn):
1:zero rate是零息國(guó)債的YTM
2:根據(jù)zero rate計(jì)算債券價(jià)格。
