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Download Now!Bond duration
Submitter: vanna Date: 2006/12/13
Description:
Demonstrates calculation of bond durations - modified,macaulay and dollar using formula and the long way

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Downloaded 2800 times  2800  File Size 0 bytes  Supported Platforms Excel  Home Page http://www.stern.nyu.edu/~igiddy/
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Poster Thread
Anonymous
Posted: 2011/3/12 13:33  Updated: 2011/3/12 13:33
 Bond duration
a 7 year government bond has a coupon rate of 2.75% and is selling for $99.13 on a notional face value of $100. What is the yield on this bond? What is the duration?

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