闕同學(xué)
2019-06-07 21:07我記得riding the yield curve的兩個(gè)條件,一個(gè)是收益率曲線向上傾斜,一個(gè)是s'<F 。這里whenever the shape and spot rates rise as predicted by forward rates沒有表述s'比F小的意思吧?
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Sherry Xie助教
2019-06-10 11:59
該回答已被題主采納
同學(xué)你好,
whenever the shape and spot rates rise as predicted by forward rates--看不出來S'
