Joe
2022-04-27 11:56Key rate duration is one established method for measuring the effect of shifts in key points along the yield curve. In this method, we hold the spot rates constant for all points along the yield curve but one. 老師,這句話怎么理解?
所屬:CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Nicholas助教
2022-04-28 11:55
該回答已被題主采納
同學(xué),早上好。
關(guān)鍵利率久期可以理解為采用控制變量法計量關(guān)鍵點利率變動對債券價格的影響,因此是某個關(guān)鍵點的利率變動而其他點的利率是不變的。
努力的你請點擊右下角的【點贊】喲~。加油,祝你順利通過考試~
