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TI BA II+: How to compute bond price on realistic (between coupons) settlement date (TIBA2-02)

Автор: Bionic Turtle

Загружено: 2019-03-29

Просмотров: 10201

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This video will show you two different approaches to retrieving a bond's full and flat price when we have the realistic situation of a settlement date that occurs in between two coupon dates. Discuss this video in our forum: https://trtl.bz/2UlscS8

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Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
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TI BA II+: How to compute bond price on realistic (between coupons) settlement date (TIBA2-02)

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