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hellocfa2017 · 2019年04月07日

问一道题:NO.PZ201712110200000401 第1小题

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问题如下图:

    

选项:

A.

B.

C.

解释:


老师你好,这里的PV0=100.2 怎么 出来的呢

1 个答案
已采纳答案

吴昊_品职助教 · 2019年04月07日

PV0表格1第一行中就直接给出了,不需要我们计算。我们这里只需要计算当利率整体下降30bps时的PV-和利率整体上升30bps时的PV+。

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