[問題] duration的相關問題

看板CFAiafeFSA作者rosso0922 (嗶波)時間11年前 (2013/01/21 14:27)推噓3(3推 0噓 8→)

留言11則, 4人參與討論串1/1

最近準備考試的時候碰到幾題的簡答題有一點苦手請板上高手給點意見 agree or disagree a. if two bonds have the same dollar duration, yield and price, their dollar sensitivity will be the same for a given change in interest. b. As the duration of a zero coupon bond is equal to its maturity, the price responsiveness of a zero coupon bond to yield change is the same regardless of the level of interest rates. c.duration will be negative? when? ============================================================================== 以上三小題請教板上板友~ 萬分感謝 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 120.126.126.12

推

slowtakumi

01/21 19:10, , 1^F

01/21 19:10, 1^F

→

slowtakumi

01/21 19:11, , 2^F

01/21 19:11, 2^F

→

slowtakumi

01/21 19:11, , 3^F

01/21 19:11, 3^F