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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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In regard to (B), the barbell outperforms if rates move by a large amount, but the bullet outperforms if rates move by a small amount. 利率变化小,bullet就更好?为什么?久期相同时,Bullet凸性小,那就应该永远比barbell差吧,利率变化大,差距大,利率变化小,差距小,但永远是bullet差才对吧?
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