archived_user
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- Dec 7, 2011
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Annual continuously compounded spot rates: s1=5%, s2=5.1%, s3=5.2%,
Bond: 1.5 year, Face value=100, semi annual coupon, 6%.
calculate the bond price.
can anyone help with this? thank you~
the below pic is my solution which is incorrect.
Bond: 1.5 year, Face value=100, semi annual coupon, 6%.
calculate the bond price.
can anyone help with this? thank you~
the below pic is my solution which is incorrect.