OurBigBook About$ Donate
 Sign in Sign up

Zero-coupon bond

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Mathematical finance Fixed-income security
2026-10-03  0 By others on same topic  0 Discussions Create my own version
A zero-coupon bond makes one payment at maturity and no earlier coupon payments. A unit-face-value bond maturing at T has terminal value PTT​=1.

 Ancestors (6)

  1. Fixed-income security
  2. Mathematical finance
  3. Mathematical optimization
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 211 / 5 / b / Solution
  • Spot interest rate

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook