李同学2019-03-13 18:29:54

02.单选题 已收藏 标记 纠错 Matrix pricing can be used to estimate which of the following when underwrite new corporate bonds: A Required yield spread over the benchmark rate. B Market discount rate of other comparable corporate bonds. C Yield-to-maturity on a government bond having a similar time-to-maturity. 查看解析 上一题 下一题 正确答案A 您的答案A本题平均正确率：49% Matrix pricing;难度：一般 推荐：      答案解析 Matrix pricing is used in underwriting new bonds to get an estimate of the required yield spread over the benchmark rate. The benchmark rate is typically the yield-to-maturity on a government bond having the same, or close to the same, time-to-maturity. The spread is the difference between the yield-to-maturity on the new bond and the benchmark rate. The yield spread is the additional compensation required by investors for the difference in the credit risk, liquidity risk, and tax status of the bond relative to the government bond. 问：除了视频里讲的相似三角形法，这里还说了A 可以估利差 spread ，可否简单举例说明？貌似没有讲过