Home > Errata > Two errors in A.6.P

Two errors in A.6.P

October 10th, 2007

On A.6.P #18, I took the derivate with respect to v instead of with respect to y.  The correct solution is 11.32.

On A.6.P #20, there is a cash flow before the first liability (coupon payments), so full immunization is satisfied.

The handouts on all websites have been updated to reflect these corrections.

James Errata

  1. No comments yet.
  1. No trackbacks yet.