水同學(xué)
2024-03-06 21:45固收，Q22
Statement 2 For both callable and convertible bonds, a tree can be used for valuation; but the tree used to value a convertible bond models changes in the issuer’s common stock price whereas the tree used to value a callable bond models changes in the level of market interest rates.老師說法錯(cuò)在哪？考察什么知識(shí)點(diǎn)？謝
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
Danyi助教
2024-03-10 10:08
該回答已被題主采納
同學(xué)你好，
兩個(gè)債券用的二叉樹是一樣的（an interest rate tree is used to value both a callable and a convertible bond.），沒有分開的說法。
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