问题已解决
債券面值100,發(fā)行價100,期限10年,年利率3.52%.到期日為2023年2月21日,年付息。求債券的久期?請寫出計算過程 假設其他因素不變,債券期限有10年變?yōu)?5年,這是債券的久期是多少
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你好同學, 先求出債券到期值, 然后求得到期收益率=(收回金額-購買價格+利息)/購買價格×100%
2022 05/23 12:43
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賀漢賓老師 
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2022 05/23 12:43
再計算久期 久期的計算公式 D=1×w1+2×w2+…+n×wn 式中: ci——第i年的現(xiàn)金流量(支付的利息或本金); y——債券的到期收益率; P——當前市場價格。
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賀漢賓老師 
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2022 05/23 12:43
同學把數據帶進去就ok了。
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賀漢賓老師 
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2022 05/23 12:43
收回金額 依據題目100×(1+10%)的十次方
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賀漢賓老師 
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2022 05/23 12:47
你好同學,用剩余的期限
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2022 05/23 13:13
這樣理解也是可以的
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2022 05/23 12:44
平價債券到期收益率不是等于年利率3.52%嗎
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2022 05/23 12:46
那個久期的計算的債券到期時間是用10年還是用剩余的期限
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2022 05/23 13:04
所以債券到期時間是9/12年
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