有關存續期間的問題? - 證照

By Carol
at 2010-04-27T11:28
at 2010-04-27T11:28
Table of Contents
目前正在準備理規,在書上看到這題,覺得有點問題
題目:若面額1000之零息債券(無票面利率),到期收益為10%
到期期間2年,則存續期間為多少?
答案:
1,100
p = ----------= 909.09 想請問一下,為什麼算零息債券現值時
2 ,分子是1100,而不是1000??
(1+0.1)
1,100
2 X --------
2
(1+0.1)
dur = -------------- = 2
909.09
--
題目:若面額1000之零息債券(無票面利率),到期收益為10%
到期期間2年,則存續期間為多少?
答案:
1,100
p = ----------= 909.09 想請問一下,為什麼算零息債券現值時
2 ,分子是1100,而不是1000??
(1+0.1)
1,100
2 X --------
2
(1+0.1)
dur = -------------- = 2
909.09
--
Tags:
證照
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