| Zero-bond bond price | Maturity (price) |
| 0.999182 | 30 |
| 0.996750 | 60 |
| 0.992738 | 90 |
| 0.980844 | 180 |
a)
Compute the discount rates id for these bonds.
b)
Compute the simple interest rates is for these bonds
c)
Compute the discretely compounded rate per year, ic, for these bonds.
d)
Compute the continuously compounded rate of interest r for these bonds
e)
Compare these rates in a table.
Is there any relationship between id and is?
Is there any relationship between ic and r?
也许对许多大虾是小儿科,可这几天Derivative 已经整得我晕头转向了。
请教解法,多谢了!!


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