Finance 3.0 - Social Network for Finance
Smart financial thinking
Investment Analysis & Portfolio Management
Question: ABC Company is planning to issue a 10 percent, semiannual coupon bond with five years remaining to maturity. The bond has been priced (Par value) as Rs. 1,000. The bond has yield to maturity of 10 percent. The company is interested in estimating the effects of yield changes on the price of the bond.
Requirement:
Calculate the Modified Duration of the bond.
Requirement:
Calculate the Modified Duration of the bond.
Tags: accounting, finance
Replies to This Discussion
-
Permalink Reply by Amit Puggal on -
Hi Alone...
Sorry I am replying late.....
PFA
In your question i assumed bond will be redeemed at par
Hope this will help you
Fell free to ask me any thing related to that...
All the best... - Attachments:
-
-
duration.xls, 29 KB
-
Sign in
Badge
Continuing Education
 |
Accounting |
 |
Banking Regulations |
 |
Certification Training |
 |
Commercial Bank Management |
 |
Corporate Finance & Valuation |
 |
Treasury Management |
 |
Credit Risk Management |
 |
Financial Derivatives |
 |
Financial Institution Management |
 |
Financial Markets |
 |
Financial Modeling |
 |
Financial Planning |
 |
Market Risk Management |
 |
Operational Risk Management |
 |
Operations & Compliance |
 |
Quantitative Analysis |
 |
Strategic Financial Management |
Newsletter
Linkedin
RSS
Facebook
Widgets
Twitter© 2010 Created by Finance 3.0
