to be continuously compounded callable bonds to changes in interest ra - PowerPoint Presentation

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to be continuously compounded callable bonds to changes in interest ra - PPT Presentation

3 CDIAC 1 1 present value of coupon at t time to each cash 30ow in years n number of periods to maturity Figure 2 150 Macaulay Duration PV CFt x t Market Price of Bond Macaulay Duration quoted in ID: 884844

bond duration interest price duration bond price interest yield rates portfolio 146 change modi rate macaulay convexity measure maturity

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to be continuously compounded callable bonds to changes in interest ra - pdf download. 3 CDIAC 1 1 present value of coupon at t time to each cash 30ow in years n number of periods to maturity Figure 2 150 Macaulay Duration PV CFt x t Market Price of Bond Macaulay Duration quoted in ID: 884844.. https://www.docslides.com/slides/to-be-continuously-compounded-callable-bonds-to-changes-in-interest-ra.html