一道rate题求助

10# aj_goodnews
-log(0.94) = 0.0618754
-log(0.87) / 2 = 0.06963103
-log(0.87) + log(0.94) = 0.07738666

讨论问题没问题，如果再涉及到人身攻击就要扣分锁帖了（when the second guy, who by the way is a charlatan）
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拿根棒槌就当真很有意思吗，翻翻你的帖子，我觉得你其实跟charlatan也没啥区别，只不过一开始看你是版主稍微客气点

irvingy 发表于 2010-4-27 02:02
8# aj_goodnews
those two guys have no idea what they're talking about
well, when the first guy said "解二元二次方程", it might be typo, when the second guy, who by the way is a charlatan, said "agreed", it's just hilarious
extra information is needed to answer your question
assume 1) those two bonds are just issued and 2) coupons are paid annually
define P(t, T) as the time t price of zero coupon bond that matures at time T
30 * P(0, 1) + 1030 * P(0, 2) = 924.3
120 * P(0, 1) + 1120 * P(0, 2) = 1087.2
solve it you get P(0, 1) = 0.94, P(0, 2) = 0.87
ignore day count convention, spot rates are r(1) = 6.19%, r(2) = 6.96%, forward rate f(1, 2) = 7.74%, all rates are continuously compounding

you are providing a lot of fun for this forum. you are a good laugh. trust me.

it is indeed "hilarious" to see a nitwit like you would  make a big deal and be so proud of
giving a solution to an elementary problem.

only a rude and offensive nincompoop like you would fail to see  that when slshi018 was proposing to solve
second order equations. obviously he meant for discretely compounded spot rates.

the assumptions omitted by LZ are too obvious to be worth mentioning. any man with
common sense would figure that out.   you can only show your smartness by telling the obvious?

actually I'm quite ashamed to answer such an easy question
but I guess those two guys who chipped in before me and answered with "解二元二次方程" should be even more ashamed
it's more amusing when some charlatan insists that it's a second order equation even now
let me ask you a simple question, if I have
a * x + b * exp(y) = c
d * x + e * exp(y) = f
do you call this a system of exponential equations?
go back review your high school math, sucker
and I have never seen that you have answered any difficult questions here, even for questions that you call elementary, almost all of your posts are just trash
since there're so many assholes like you in this forum nowadays, I just decided to leave