Overview - University of Nevada, Reno
In general, the longer the term to maturity, the greater the sensitivity to interest rate changes . Example: Suppose the zero coupon yield curve is flat at 12%. Bond A pays $1762.34 in five years. Bond B pays $3105.85 in ten years, and both are currently priced at $1000. Bond A: P = $1000 = $1762.34/(1.12)5 . Bond B: P = $1000 = $3105.84/(1.12)10 ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- bond yields and prices unf
- overview university of nevada reno
- bonds instructor s manual
- interest rate derivatives models of the short rate
- objective type questions iibf
- chapter 01 quiz a
- chapters 1 2 investments investment markets and
- bootstrapping
- implied forward rates tulane university
- interest present value and yield curves