Duration of Zero Coupon Bonds

AFM Financial Mathematics - Calculation of YTM Free JAIIB Capsule 26 views Updated
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AFM · Financial Mathematics - Calculation of YTM
The presence of coupon payments affects a bond's duration. What is the unique relationship between Duration and Term to Maturity for a Zero-Coupon Bond?
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The presence of coupon payments affects a bond's duration. What is the unique relationship between Duration and Term to Maturity for a Zero-Coupon Bond?

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This capsule covers Accounting & Financial Management for Bankers, Financial Mathematics - Calculation of YTM. Members get the complete explanation plus every other premium capsule, mock test and PDF.

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