principles of fincance

tedy.r
week_01_problems.xls

Yield Curve 1

Name:
Term to Maturity in Years Feb-00 Feb-05
0.5 3.00% 8.70%
1 3.20% 9.40%
5 3.63% 9.20%
10 3.91% 9.00%
20 4.31% 8.00%

Yield Curve 1

0.5 0.5
1 1
5 5
10 10
20 20
Feb-00
Feb-05
Years to Maturity
Interest Rate (%)
U.S. Treasury Bond interest Rates on Different Dates
0.03
0.087
0.032
0.094
0.0363
0.092
0.0391
0.09
0.0431
0.08

Yield Curve 2