Xt mt tri phiu khng tr li nh k (zero) k hn 20 nm, mnh gi $100, YTM l 6%, tr li hng nm. a. Hay tinh gi, modified duarion, Dollar duaration, convexity v $ convexity ca tri phiu trn. b. Tnh gi tri phiu tri phiu khi YTM thay i ln lt t 1% n 11%, b.1. S dng cng thc tnh gi chnh xc b.2. su dung modified duration b.3. s dng modified duration v convexity

Xt mt tri phiu khng tr li nh k (zero) k hn 20 nm, mnh gi $100, YTM l 6%, tr li hnn nm. a. Hy tinh gl, modified duarion, Dollar duaration, convexity va $ convexily ca tri phiu trn. b.1. S dung coing thc tinh gi chinh xc b. 2. s dung modified duration b.3. s dunng modified duration v convexity