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Calculate the fair value of the bond below on the interest tree calibrated for a stationary 17% vol. Maturity (Yrs) Par Value 100.000 17% Coupon
Calculate the fair value of the bond below on the interest tree calibrated for a stationary 17% vol. Maturity (Yrs) Par Value 100.000 17% Coupon (Annual) 7.250% Call Price First Call 2 100.000 Volatility: 4.978% 2.866%4 2.121% 3.543% 2.040% 2.522% Calculate the fair value of the bond below on the interest tree calibrated for a stationary 17% vol. Maturity (Yrs) Par Value 100.000 17% Coupon (Annual) 7.250% Call Price First Call 2 100.000 Volatility: 4.978% 2.866%4 2.121% 3.543% 2.040% 2.522%
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