A zero-coupon bond has a principal of $100 and matures in four years. The market price for

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A zero-coupon bond has a principal of $100 and matures in four years. The market price for the bond is $72. Calculate the yield to maturity, duration and convexity for the bond.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:57 AM

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A zero-coupon bond has a principal of $100 and matures in four years. The market price for

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Introduces Quantitative Finance

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