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Zero-Coupon Bond - Investopedia

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A zero-coupon bond is a debt security that does not pay interest but instead trades at a deep discount, rendering a profit at maturity, when the bond is redeemed for its full face value.

Actived: Saturday Jul 6, 2019

Link: https://www.investopedia.com/terms/z/zero-couponbond.asp

Bond duration - Wikipedia

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For a standard bond the Macaulay duration will be between 0 and the maturity of the bond. It is equal to the maturity if and only if the bond is a zero-coupon bond. Modified duration, on the other hand, is a mathematical derivative (rate of change) of price and measures the percentage rate of change of price with respect to yield.

Actived: Monday Oct 14, 2019

Link: https://en.wikipedia.org/wiki/Bond_duration

Zero-coupon bond - Wikipedia

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Zero coupon bonds have a duration equal to the bond's time to maturity, which makes them sensitive to any changes in the interest rates. Investment banks or dealers may separate coupons from the principal of coupon bonds, which is known as the residue, so that different investors may receive the principal and each of the coupon payments.

Actived: Wednesday Oct 16, 2019

Link: https://en.wikipedia.org/wiki/Zero-coupon_bond

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Zero Coupon Bond Value Calculator: Calculate Price, Yield

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Enter the face value of a zero-coupon bond, the stated annual percentage rate (APR) on the bond and its term in years (or months) and we will return both the upfront purchase price of the bond, its nominal return over its duration & its yield to maturity.

Actived: Tuesday Oct 15, 2019

Link: https://calculator.me/savings/zero-coupon-bonds.php

What is the duration of a zero coupon bond? - Quora

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The duration of a zero coupon bond is equal to its maturity. Duration is a weighted average of the maturities of all the income streams of a bond or a portfolio of bonds. Therefore if there are coupons, the duration will be less than the maturity

Actived: Saturday Oct 19, 2019

Link: https://www.quora.com/What-is-the-duration-of-a-zero-coupon-bond

Zero Coupon Bond Duration Risk - allspecialcoupons.com

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Zero-coupon bond - Wikipedia. CODES The impact of interest rate fluctuations on strip bonds, known as the bond duration, is higher than for a coupon bond. A zero coupon bond always has a duration equal to its maturity; a coupon bond always has a lower duration. Strip bonds are normally available from investment dealers maturing at terms up to

Actived: Saturday Sep 21, 2019

Link: https://allspecialcoupons.com/zero-coupon-bond-duration-risk/

Zero Coupon Bond (Definition, Formula, Examples, Calculations)

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Duration: Duration of a Zero-coupon Bond is equal to the maturity of the Bond. Duration of the Regular bond will always be less than its maturity. Interest Rate Risk: Involves the greatest level of Interest Rate Risk due to the high duration of the Bond. Comparatively less than Zero Coupon Bond. Reinvestment Risk

Actived: Thursday Oct 17, 2019

Link: https://www.wallstreetmojo.com/zero-coupon-bond/

The Zero Coupon Bond: Pricing and Charactertistics - The

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The interest payments are known as “coupons” after their source of cash flow, and the final payment at maturity is known as the “residual” since it’s what’s left over after the coupons are stripped off. Both coupons and residuals are known as zero coupon bonds, or “zeros.”

Actived: Saturday Oct 19, 2019

Link: https://www.finpipe.com/zero-coupon-bond/

Advantages and Risks of Zero-Coupon U.S. Treasury Bonds

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Zero-coupon U.S. Treasury bonds have a poor risk-return profile when held alone. Long-dated zero-coupon Treasury bonds are more volatile than the stock market, but they offer the lower long-run

Actived: Thursday Jan 4, 2018

Link: https://www.investopedia.com/articles/investing/062513/all-about-zero-coupon-bonds.asp

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