Munich Personal RePEc Archive

On the theoretic and numeric problems of approximating the bond yield to maturity

Hawawini, Gabriel and Vora, Ashok (1980): On the theoretic and numeric problems of approximating the bond yield to maturity. Published in: Engineering Economist , Vol. 25, (1980): pp. 301-325.

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Abstract

Provides approximation formulas for calculating the yield-to-maturity of a bond.

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