1 to 3 months –
Less than 10 hrs/week –
I am looking for a tutor to help with several bond valuation and duration problems.
Here is one example:
Calculate duration, modified duration, and Macaulay duration of a 3-year zero coupon bond with the attached image that has current, semi-annually compounded yield curve.
This problem is from Fixed Income Securities by Veronesi, Chapter 3 problem 1a and 3.
Please attach an excel spreadsheet showing each cash flow.