某只债券的面额为100元,票面利率为3.5%,一年付息一次,偿债期限为5年(2015.1.1发行,2010年12.31到期)。投资者在2008年1月1号以102.5买入,已知必要投资收益率为3%,求单利以及复利思想下的债券内在价值

学堂用户z523ss
于2022-06-18 19:32 发布 2357次浏览
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家权老师
职称: 税务师
2022-06-18 19:38
1.单利思想下的债券内在价值=100/(1+3%*3)+100*3.5%/(1+3%*1)+100*3.5%/(1+3%*2)+100*3.5%/(1+3%*3)=101.65
2.复利思想下的债券内在价值
=100/(1+3%)^3+100*3.5%/(1+3%)^1+100*3.5%/(1+3%)^2+100*3.5%/(1+3%)^3=101.41
相关问题讨论
1.单利思想下的债券内在价值=100/(1%2B3%*3)%2B100*3.5%/(1%2B3%*1)%2B100*3.5%/(1%2B3%*2)%2B100*3.5%/(1%2B3%*3)=101.65
2.复利思想下的债券内在价值
=100/(1%2B3%)^3%2B100*3.5%/(1%2B3%)^1%2B100*3.5%/(1%2B3%)^2%2B100*3.5%/(1%2B3%)^3=101.41
2022-06-18 19:38:13
单利下的内在价值=3.5/(1%2B3%)%2B3.5/(1%2B3%*2)%2B100/(1%2B3%*2)
复利下的内在价值=3.5/(1%2B3%)%2B3.5/(1%2B3%^2)%2B100/(1%2B3%^2)
2022-05-05 12:59:05
你好同学,有什么不懂的问题?
2022-12-11 15:40:59
1,950=965×(P/F,i,3)+80×(P/A,i,3)
你内插法计算一下i
2,950=1000×(P/F,i,5)+80×(P/A,i,5)
内插法计算一下i
3,发行价格多少呢
2022-05-18 19:59:25
1.有该债券到期,其到期收益率i:1000*(p/s,i,5)%2B1000*0.08*(p/a,i,5)=950,i=9.3%
2.投资者的到期收益率为i=(100-99)/99/(3/12),i=4.04%
2022-05-23 15:41:13
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