Question
This is a bond market with six months compound interest (and six months payments of coupons). Spot rate S1 = 0.018, S2 = 0.025, S3
This is a bond market with six months compound interest (and six months payments of coupons). Spot rate S1 = 0.018, S2 = 0.025, S3 =0.031 and S4 =0.04 yearly. What is the value of the bond with nominal capital PAR =1000 EURO which expires in 2 years (4 semesters) and pays yearly coupon 4.4%, that is 4.4%/2 per semester?
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Bitcoin Complete Guide To Bitcoin Understand Everything From Getting Started With Bitcoin Sending And Receiving Bitcoin To Mining Bitcoin
Authors: Mr Mark Gates
1st Edition
1974565491, 978-1974565498
