阙同学2019-06-07 21:07:38
我记得riding the yield curve的两个条件,一个是收益率曲线向上倾斜,一个是s'<F 。这里whenever the shape and spot rates rise as predicted by forward rates没有表述s'比F小的意思吧?
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Sherry Xie2019-06-10 11:59:47
同学你好,
whenever the shape and spot rates rise as predicted by forward rates--看不出来S´<F, 但是可以看出来S2>S1的关系。
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