amilex
2024-01-28 16:04第一題,為啥不能用modified duration?
課件里寫的是effective duration,這樣說就modified duration不能用?
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
Simon助教
2024-01-28 16:25
該回答已被題主采納
同學,上午好。
Statement 2: Single liability immunization is achieved by matching the modified duration of the bond portfolio to the horizon date.
對于single liablity immunization,我們是要將麥考利久期進行匹配,不是modified duration
