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1. (Cap. 11 #9) Existe una obligacin de prstamo de pagar $1000 dentro de un ao y otros $1000 dentro de dos aos. a partir
1. (Cap. 11 #9) Existe una obligacin de prstamo de pagar $1000 dentro de un ao y otros $1000 dentro de dos aos.
a partir de hoy. Suponiendo que la tasa de inters efectiva anual es del 10%, encuentre lo siguiente:
a) Macaulay duracin del prstamo.
b) Duracin modificada del prstamo.
c) Convexidad del prstamo.
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