為同學(xué)
2022-10-22 11:57Model 1 is relatively flat for early terms and then downward sloping. As the model has no drift, rates decline with term solely because of convexity.利率下降是因?yàn)橥剐?,這句話怎么理解
所屬:FRM Part II > Market Risk Measurement and Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Crystal助教
2022-10-23 22:49
該回答已被題主采納
這個(gè)解析可能有問(wèn)題,沒(méi)有這個(gè)說(shuō)法。
