Considere un modelo BDT de dos perodos con r_{0,0} = a_0=6%, r_{1,0}=a_1 = 5,4% y r_{1,1}=a_1 e^{b_1}. Si el precio de mercado de un bono
Considere un modelo BDT de dos perodos con r_{0,0} = a_0=6\%, r_{1,0}=a_1 = 5,4\% y r_{1,1}=a_1 e^{b_1}. Si el precio de mercado de un bono cupn cero que paga 100 en t=2 es 88,64. D una buena estimacin de b1.
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Authors: William Brueggeman, Jeffrey Fisher
16th Edition
1259919684, 978-1259919688
