绿水精灵 · 2025年01月12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
B.
53.231
C.
206.681
解释：
A is correct.
此题计算column6的意义是啥？
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. 在有很多期的情况下 可以用计算器快速计算么。还是说只能算出每一期的pvCF/p x t这道题16期真的要计算很久啊
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
