A corporate bond that pays 4% per annum semi-annually has a yield of 3% p.a. with continuous compounding and a remaining life of 1.5 years (immediate after coupon payment). The yield on a similar risk-free bond is 2% p.a. with continuous compounding. The risk-free rates are 1% p.a. with continuous compounding for all maturities. Assume that the unconditional probability of default per every six months is a constant and that defaults can happen at the end of every six months (immediate before coupon payment). The recovery rate is 40%. Estimate the unconditional probability of default using the “more exact calculation”.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question

A corporate bond that pays 4% per annum semi-annually has a yield of 3% p.a. with
continuous compounding and a remaining life of 1.5 years (immediate after coupon
payment). The yield on a similar risk-free bond is 2% p.a. with continuous compounding. The risk-free rates are 1% p.a. with continuous compounding for all maturities.
Assume that the unconditional probability of default per every six months is a constant
and that defaults can happen at the end of every six months (immediate before coupon
payment). The recovery rate is 40%. Estimate the unconditional probability of default
using the “more exact calculation”.

Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
Recommended textbooks for you
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON