I’m trying to study for my Economics course and I need some help to understand this question.
It needs to use Excel and Word for analysis. You need to download the data from the specified website, and use the relevant knowledge to perform computational analysis and answer the questions.
Download data on prices, times to maturity and coupon rates for SIX government bonds maturing in consecutive six-month intervals.
Using the bootstrapping method, calculate the first six elements of the term structure of interest rates.
For all deliverables you need to show formulas in symbols (not Excel formulas) as is done in lectures.
Details to be done in the last Word document。
