Maurice Tutor

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    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

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    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 24 Jan 2018 My Price 4.00

semiannual compounding

Suppose a 3-year corporate bond provides a coupon of 7% per year payable semiannually and has a yield of 5% (expressed with semiannual compounding). The yields for all maturities on risk-free bonds is 4% per annum (expressed with semiannual compounding). Assume that defaults can take place every 6 months (immediately before a coupon payment) and the recovery rate is 45%. Estimate the default probabilities assuming (a) that the unconditional default probabilities are the same on each possible default date and (b) that the default probabilities conditional on no earlier default are the same on each possible default date.

 

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Maurice Tutor
(5)
Status NEW Posted 24 Jan 2018 08:01 PM My Price 4.00

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