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spartan1

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tT
发表于 2011-7-11 18:43 | 只看该作者

Mock exam AM Q 100 - spot rate

discount, question, periods, factor, should
Hello, could anyone explain why the spot rate for 4 periods (s4) should be divided by 2, and then powered to 4 which becomes (1+ s4/2)^4 as discount factor? Hope the question is clear - not easy indeed!

 

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ajpheif16

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发表于 2011-7-11 18:43 | 只看该作者
Probabaly because the spot rate given is an annual rate on BEY basis

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