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tristabo · 2024年06月24日

这个在讲义视频里具体对应哪个地方的讲解呢?

NO.PZ2023091701000014

问题如下:

Suppose that the yield curve is upward sloping. Which of the following statements is TRUE?

选项:

A.

The forward rate yield curve is above the zero-coupon yield curve, which is above the coupon-bearing bond yield curve.

B.The forward rate yield curve is above the coupon-bearing bond yield curve, which is above the zero-coupon yield curve. C.The coupon-bearing bond yield curve is above the zero-coupon yield curve, which is above the forward rate yield curve. D.The coupon-bearing bond yield curve is above the forward rate yield curve, which is above the zero-coupon yield curve.

解释:

With an upward sloping curve, the coupon curve is the lowest, the zero-coupon curve is above the coupon curve and the forward curve is above the zero-coupon curve. The order is reversed if the curve is downward sloping.

如题同上

1 个答案

pzqa39 · 2024年06月24日

嗨,努力学习的PZer你好:


这道题出现在sec3 Bond Price and Yield Measures中的Spot, Forward, and Par Rates小节

视频课差不多是在这个位置

当然我们也可以直接去听经典题老师的讲解,也是sec3 Bond Price and Yield Measures中的Spot, Forward, and Par Rates小节,第一个题目就是。


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