基础课后面的一道题，The value of a bond at a particular node, in this case Node 1–2, can be derived by working backwards from the two nodes to the right of that node on the tree. In this case, those two nodes are the middle node in Year 2, equal to 101.5168, and the lower node in Year 2, equal to 102.135. The coupon payment is 2.5. The bond value at Node 1–2 is calculated as follows: Value = [2.5+(0.5 × 101.5816 + 0.5 × 102.135)]/1.014925 = 102.7917 答案中的101.5168和102.135是怎么算出来的？为什么不是后面的104.0168和104.6350.或者把第一年的104.2876和这个NODE1-2用1.25%折现回0时点，等于103.4960.

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您现在的坐在位置：首页>智汇问答>CFA二级

涂同学2019-02-15 16:28:19

基础课后面的一道题，The value of a bond at a particular node, in this case Node 1–2, can be derived by working backwards from the two nodes to the right of that node on the tree. In this case, those two nodes are the middle node in Year 2, equal to 101.5168, and the lower node in Year 2, equal to 102.135. The coupon payment is 2.5. The bond value at Node 1–2 is calculated as follows: Value = [2.5+(0.5 × 101.5816 + 0.5 × 102.135)]/1.014925 = 102.7917 答案中的101.5168和102.135是怎么算出来的？为什么不是后面的104.0168和104.6350.或者把第一年的104.2876和这个NODE1-2用1.25%折现回0时点，等于103.4960.