What is the relationship between bond price volatility and term to maturity? What is the relationship between
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What is the relationship between bond price volatility and term to maturity? What is the relationship between bond price volatility and the coupon rate?
CouponA coupon or coupon payment is the annual interest rate paid on a bond, expressed as a percentage of the face value and paid from issue date until maturity. Coupons are usually referred to in terms of the coupon rate (the sum of coupons paid in a...
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Financial Institutions, Markets And Money
ISBN: 1704
12th Edition
Authors: David S. Kidwell, David W. Blackwell, David A. Whidbee, Richard W. Sias
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