洪铭泉 · 2024年05月21日
NO.PZ2023052301000051
问题如下：
A bond pays a semiannual fixed coupon of 4.70%. It trades at par on its coupon date of 16 December 2025 and matures on 16 December 2033. The bond’s annualized convexity statistic is closest to:
选项：
A.51.670
53.231
206.681
解释：
A is correct.
A bond pays a semiannual fixed coupon of 4.70%. It trades at par on its coupon date of 16 December 2025 and matures on 16 December 2033. The bond’s annualized convexity statistic is closest to:
NO.PZ2023052301000051问题如下 A bonpays a semiannufixecoupon of 4.70%. It tras pon its coupon te of 16 cember 2025 anmatures on 16 cember 2033. The bons annualizeconvexity statistic is closest to: A.51.670B.53.231C.206.681 A is correct. 如何能看出I/Y和coupon rate是相等的呢
NO.PZ2023052301000051 问题如下 A bonpays a semiannufixecoupon of 4.70%. It tras pon its coupon te of 16 cember 2025 anmatures on 16 cember 2033. The bons annualizeconvexity statistic is closest to: A.51.670 B.53.231 C.206.681 A is correct. 老师，请问最后一期现金流的 183.2633是怎么算出来的？
NO.PZ2023052301000051 问题如下 A bonpays a semiannufixecoupon of 4.70%. It tras pon its coupon te of 16 cember 2025 anmatures on 16 cember 2033. The bons annualizeconvexity statistic is closest to: A.51.670 B.53.231 C.206.681 A is correct. t*(t+1)*W/(1+Yn)的n次方，Yn是一期的利率，n是一年计息次数。对吗？n并不是都等于2
NO.PZ2023052301000051 问题如下 A bonpays a semiannufixecoupon of 4.70%. It tras pon its coupon te of 16 cember 2025 anmatures on 16 cember 2033. The bons annualizeconvexity statistic is closest to: A.51.670 B.53.231 C.206.681 A is correct. 用计算器第三行，PMT=2.35，FV=100,N=16,I/Y=2.34和2.36，求出两个PV, PV0=100,这样算不对是吗，为啥不对？这个公式啥时候用呢？
