Question

一道债券折现的题,求解第二小问magine that the market yield to maturity for

Answer 1

实际上知道第一题的结果后,第二题不怎么计算,根据久期(duration)理论也可以粗略推算得出结果了.第一题在12%收益率下,该债券的理论价值=100*10%/(1+12%)+100*10%/(1+12%)^2+100*(1+10%)/(1+12%)^3=95.20英镑对于第二...