题目有关于约翰赫尔的书-期权与期货市场基本原理
求大神帮忙解答作业题
共8题 题目类型如下
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题目类型举例展示:
a) For revision purposes, begin with a simple bond valuation. Calculate the price of a bond assuming the following: face value = $100, time-to-maturity = 1.5 years, yield to maturity = 3% p.a. with continuous compounding, and annual coupon = $8 with semi-annual payments.
b) To drive the point home, using the same information as part a), except using a yield to maturity = 2% p.a. with continuous compounding, calculate the price of a bond. Explain to students whether there is a direct or indirect relation between bond prices and bond yields.