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2022-11-11 20:42Mt. Pleasant Advisers Case Scenario
Assuming no change in credit spreads, which data item that the analysts provide Stone would portfolio managers most likely find useful in their analysis? 這里沒(méi)有spread change項(xiàng),如果要利用relative value的話,不只需要PD也需要delta spread吧
所屬:CFA Level III > Fixed-Income Portfolio 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
Chris Lan助教
2022-11-14 11:45
該回答已被題主采納
同學(xué)您好
是這樣的,但這個(gè)題給我們限定了delta spread為零,因此我們就不用考慮這個(gè)因素了。
