李同学2019-03-13 23:16:21
01.单选题 收藏 标记 纠错 Which of the following yield curves least likely involves observed yields in the market? A Forward yield curve. B Par bond yield curve. C Coupon bond yield curve. 查看解析 下一题 正确答案B 您的答案C本题平均正确率:39% Yield curve难度:一般 推荐: 答案解析 Par bond yield curves are based on the theoretical yields that would cause bonds at each maturity to be priced at par. Coupon bond yields and forward interest rates can be observed directly from market transactions. 问:B选项为啥不能直接得到,小视频没有听明白,能否换一种方式说清楚为啥不对?
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Sherry Xie2019-03-14 10:38:59
因为par bond是假设每个bond的面值=现值=100的情况下,求出来的一个par rate, 怎么可能呢? 不现实啊,这个市场上哪有这么多par bond.
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