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学习王 · 2023年04月23日

请问用考试计算器怎么开根号三次方

NO.PZ2016022702000008

问题如下:

The one-year spot rate r(1) = 4%, the forward rate for a one-year loan beginning in one year is 6%, and the forward rate for a one-year loan beginning in two years is 8%. Which of the following rates is closest to the three-year spot rate?

选项:

A.

4.0%

B.

6.0%

C.

8.0%

解释:

B is correct.

Applying the forward rate model. we find

[1+r(3)]3=[1+r(1)]1[1+f(1,1)]1[1+f(2,1)]1{\lbrack{1+r(3)}\rbrack}^3={\lbrack{1+r(1)}\rbrack}^1{\lbrack{1+f(1,1)}\rbrack}^1{\lbrack{1+f(2,1)}\rbrack}^1

So [1+r(3)]3=(1+0.04)1(1+0.06)1(1+0.08)1{\lbrack{1+r(3)}\rbrack}^3={(1+0.04)}^1{(1+0.06)}^1{(1+0.08)}^1,1.190631=r(3)=5.987%\sqrt[3]{1.1906}-1=r(3)=5.987\%

考点:通过forward rate计算spot rate

通过forward rate model,将r(1)、f(1,1)和f(2,1)代入上式,可得r(3)=5.987%

请问用考试计算器怎么开根号三次方

学习王 · 2023年04月23日

谢谢 已经解决了 用^1/3

1 个答案

pzqa31 · 2023年04月23日

嗨,爱思考的PZer你好:


^^

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