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A bond with face value F = 100 and annual coupons C = 10 maturing after five years, at T = 5, is trading at
A bond with face value F = 100 and annual coupons C = 10 maturing after five years, at T = 5, is trading at par. Find the implied continuous compounding rate.
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Financial Regulation In The EU From Resilience To Growth
Authors: Raphaël Douady , Clément Goulet, Pierre-Charles Pradier
1st Edition
3319442864,3319442872
