[數學]求Coupon rate = Yield to maturity, when Sale price = Face Val

[數學]求Coupon rate = Yield to maturity, when Sale price = Face Val

訪客 於 星期五 十月 15, 2010 9:18 pm


求Coupon rate = Yield to maturity, when Sale price = Face Value

let:
Coupon Rate = I,
Yield to maturity = R,
Face Value = P,
so Sale Price = P,

who can help me to prove that R = I, when sale price = face value

p=(p*i)/[(1+r)^1]+(p*i)/[(1+r)^2]+(p*i)/[(1+r)^3]+(p*i)/[(1+r)^4]...............+(p*i)/[(1+r)^n]+P/[(1+r)^n]

訪客

 




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