刘同学2019-10-26 23:36:07
04.单选题 收藏 标记 纠错 If three bonds are otherwise identical, the one exhibiting the highest level of positive convexity is most likely the one that is: A putable. B callable. C option-free. 老师,您好,能否用通俗的语言解析下这道题的逻辑关系,比较蒙圈
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Paul2019-10-28 17:47:38
同学你好,其实就是弯曲程度越大的凸性越大,凸性就是债券的弯曲程度,你可以参考这章最后的视频或者课件,上面有putable和callable债券的图形。
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