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王昕彤 · 2022年05月02日

callable bond计算问题

* 问题详情,请 查看题干

NO.PZ201712110200000307

问题如下:

Based on Exhibit 2 and Exhibit 3, the market price of Bond 4 is closest to:

选项:

A.

100.0000.

B.

100.5123.

C.

100.8790.

解释:

A is correct.

The market price of callable Bond 4 with no protection period cannot exceed 100.

请问老师,我计算出来的结果是100.45,为何答案是100

1 个答案

pzqa015 · 2022年05月03日

嗨,爱思考的PZer你好:


因为callable bond最大价格就是par ,所以,取不到100.45,最大价格就是100.

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

James · 2024年10月15日

同问,p0的价格指的是发行价,是可以大于100的呀

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