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Roxanne_104 · 2019年10月08日

问一道题：NO.PZ2019052801000038 [ FRM I ]

  1. FRM I
  2. Financial Markets And Products

问题如下图：

老师，这题coupon不折现，直接用1058-30来求可以吗

选项：

A.

B.

C.

D.

解释：

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1 个答案

品职答疑小助手雍 · 2019年10月09日

同学你好，严谨起来不能，因为1058这个price是pv，而coupon是未来的现金流。

不同时间的现金流不能直接加减。

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