零息债券的久期 face, structure, interest, border

zhouhuarui

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:

A) 4.35.

B) 3.76.

C) 5.00.

Your answer: C was correct!

The duration of a zero coupon bond is approximately equal to its time to maturity.

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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