李同学2019-04-21 11:52:18

Which of the following statements about duration is most accurate? A Effective duration accounts for changes in a bond’s cash flows resulting from interest rate changes. B Modified duration is the most appropriate measure of interest rate sensitivity for bonds with embedded options. C Effective duration is calculated from past price changes in response to changes in yield. Approximate modified duration 和effective duration课上听到说是事后观察得到的数据，所以我觉得C也是对的吧