Need help with this for a research paper! (Fixed Income/Bond Pricing)
Show analytically that two coupon bonds with prices P1 and P2, with the same ma-
turity T and a semi-annually paying respective coupon rates c1 and c2 have the same
continuously compounded YTM.
I understand that P1 and P2 differ since both have different coupon rates, but how do I arrive at an equal Yield to Maturity?
management
asked 8 mins ago
VWESVWES
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Show analytically that two coupon bonds with prices P1 and P2, with the same ma-
turity T and a semi-annually paying respective coupon rates c1 and c2 have the same
continuously compounded YTM.
I understand that P1 and P2 differ since both have different coupon rates, but how do I arrive at an equal Yield to Maturity?
management
asked 8 mins ago
VWESVWES
1
New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
2 mins ago
add a comment |
Show analytically that two coupon bonds with prices P1 and P2, with the same ma-
turity T and a semi-annually paying respective coupon rates c1 and c2 have the same
continuously compounded YTM.
I understand that P1 and P2 differ since both have different coupon rates, but how do I arrive at an equal Yield to Maturity?
management
asked 8 mins ago
VWESVWES
1
New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Show analytically that two coupon bonds with prices P1 and P2, with the same ma-
turity T and a semi-annually paying respective coupon rates c1 and c2 have the same
continuously compounded YTM.
I understand that P1 and P2 differ since both have different coupon rates, but how do I arrive at an equal Yield to Maturity?
management
management
asked 8 mins ago
VWESVWES
1
New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 8 mins ago
VWESVWES
1
New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 8 mins ago
VWESVWES
1
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VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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asked 8 mins ago
VWESVWES
1
asked 8 mins ago
VWESVWES
1
1
New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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New contributor
VWES is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
2 mins ago
add a comment |
I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
2 mins ago
I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
2 mins ago
I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
2 mins ago
add a comment |
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I'm voting to close this question as off-topic because this is not a question about the workplace or any career-related topics.
– BSMP
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