winterveil2019-01-29 17:06:22
p248 为什么“Expects yield curve will flatten beyond what is priced into market: structure portfolio to be more sensitive to long-term interest rates and less sensitive to short-term interest rates.”
回答(1)
Sherry Xie2019-02-03 21:38:48
同学你好,是因为duration的原因,长期债券的duration大 所以非常sensitive, 而short term bond的duration小有时候趋近为零,所以less sensitive.
- 评论(0)
- 追问(0)


评论
0/1000
追答
0/1000
+上传图片