Question
1.Compute the price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100. 2.Compute the price of a forward
1.Compute the price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100.
2.Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at time t=4
3.Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t=4.
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The Essentials Of Machine Learning In Finance And Accounting
Authors: Mohammad Zoynul Abedin, M. Kabir Hassan, Petr Hajek, Mohammed Mohi Uddin
1st Edition
