Shelley2019-02-14 19:00:48
老师您好: 讲义page 209: Butterfly: curvature change, 4% A positive (negative) “butterfly”, the two ends of the curve move downward (upward) and the middle of the curve moves upward (downward). 这个和原版书说的相反。原版书: positive butterfly:ST and LT Interest rates go up while mid term goes down. 请问哪个对?谢谢您
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Sherry Xie2019-02-15 10:39:37
同学你好,你很细心,的确是反了。
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那我想请问一下,到底哪个对?谢谢老师
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你好,原版书是对的。
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