涂同學(xué)
2019-02-15 16:28基礎(chǔ)課后面的一道題，The value of a bond at a particular node, in this case Node 1–2, can be derived by working backwards from the two nodes to the right of that node on the tree. In this case, those two nodes are the middle node in Year 2, equal to 101.5168, and the lower node in Year 2, equal to 102.135. The coupon payment is 2.5. The bond value at Node 1–2 is calculated as follows: Value = [2.5+(0.5 × 101.5816 + 0.5 × 102.135)]/1.014925 = 102.7917 答案中的101.5168和102.135是怎么算出來(lái)的？為什么不是后面的104.0168和104.6350.或者把第一年的104.2876和這個(gè)NODE1-2用1.25%折現(xiàn)回0時(shí)點(diǎn)，等于103.4960.
所屬：CFA Level II > Fixed Income 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
Sherry Xie助教
2019-02-15 17:29
該回答已被題主采納
同學(xué)你好，這兩個(gè)值在圖表4 time2里面 給了的。
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追問(wèn)
這是圖表4，沒(méi)看到有這兩個(gè)數(shù)字啊。
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追答
你再看一下，應(yīng)該有了。
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