Search results

  1. W

    Malz Chapter 7 "Spread Risk and Default Intensity Models"

    I am referring to the example "Computing the z-Spread" in Malz Chapter 7 "Spread Risk and Default Intensity Models". Let me copy the example here: "We compute compute the z-spread for a five-year bullet bond with semiannual fixed-rate coupon payments of 7 percent per annum, and trading at a...
Top