Financial math question - Any takers?

Discussion in 'Chit Chat' started by Kastro_316, Feb 7, 2007.

  1. Trying to figure this out.

    Developing a pricing equation for a coupon bond with variable interest rate.

    dP/dt - r(t)P(t) = c[d(t-t_0)]

    P(t) = price at t
    r(t) = rate of interest
    c = coupon amount


    Have fun :)
  2. Piece o'cake.

    Try the forum at Almost as many registered users as ET, except they eat, drink and sleep this stuff.