Assuming a flat term structure of interest rates of 5%, the duration of a zero-coupon bond with 5 years remaining to maturity is closest to:
Your answer: C was correct!
The duration of a zero coupon bond is approximately equal to its time to maturity.
从计算来看,只是约等于,大概是4.8左右,
在相关的教材里有相关的定义吗?还只是一个大概?有没有可以推导的过程?
我的计算方法就是用单纯的用5%和4%贴现,这方法有没有问题 | 
发表于 2010-11-4 17:53
| 