Let (y_{t}) be the continuously compounded yield-to-maturity, at time (t), of a zero-coupon bond maturing at time
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Let \(y_{t}\) be the continuously compounded yield-to-maturity, at time \(t\), of a zero-coupon bond maturing at time \(T\) (let us assume that the face value is \(\$ 1\) ).
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In finance the continuously compounded yieldtomaturity yt of a zerocoupon bond maturing at time T is ...View the full answer
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Related Book For 
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
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