Chapter 11 - Duration, Convexity and Immunization
Exercise 11-6:The current price of an annual coupon bond is 100. The derivative of the price of the bond with respect to the yield to maturity is -650. The yield to maturity is an effective rate of 7%. (a) Calculate the Macaulay duration of the bond. (b) Estimate the price of the bond using the approximation formula ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- chapter 5 valuing bonds kfupm
- 5 280 bond calculator sungard
- 1 internal rate of return bonds yields columbia university
- interest and principal treasurydirect
- chapter 6 interest rates and bond valuation
- macaulay duration illinois institute of technology
- ch 7 bonds and their valuation edu
- chapter 8 interest rates and bond valuation
- chapter 7 bonds and their valuation
- bond valuation price sensitity and hedging
Related searches
- chapter 11 psychology answers
- philosophy 101 chapter 11 quizlet
- developmental psychology chapter 11 quizlet
- chapter 11 psychology quizlet answers
- psychology chapter 11 quiz quizlet
- chapter 11 personality psychology quizlet
- chapter 11 management quizlet
- 2 corinthians chapter 11 explained
- 2 corinthians chapter 11 kjv
- chapter 11 lifespan development quizlet
- the outsiders chapter 11 12
- chapter 11 and pension plans