Compute Bond Price with Zero (Spot) Rate Curve Using TI BAII+

This video demonstrates how to compute the theoretical price of a coupon paying bond using spot rates. What is the price of a 2-year bond that pays a 6% semi-annual coupon given a zero rate curve? The calculation is shown using the Texas Instruments BA II Plus Financial Calculator.

https://www.youtube.com/watch?v=MKVtkB\_0DKs

This video is developed by David from Bionic Turtle.

Data Science in Finance: 9-Book Bundle

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Data Science in Finance: 9-Book Bundle

Data Science in Finance Book Bundle

Master R and Python for financial data science with our comprehensive bundle of 9 ebooks.

What's Included:

  • Getting Started with R
  • R Programming for Data Science
  • Data Visualization with R
  • Financial Time Series Analysis with R
  • Quantitative Trading Strategies with R
  • Derivatives with R
  • Credit Risk Modelling With R
  • Python for Data Science
  • Machine Learning in Finance using Python

Each book comes with PDFs, detailed explanations, step-by-step instructions, data files, and complete downloadable R code for all examples.