经典题given two otherwise identical bonds, when interest rate rises, the price of bond a declines more than the price of bond b, compared with bond b, bond a most likely:
question: has a lower coupon
我的问题是为何当利率下降 A债券的价格下降大于B就是问 duration A > duration B?
bodane · 2019年11月20日
经典题given two otherwise identical bonds, when interest rate rises, the price of bond a declines more than the price of bond b, compared with bond b, bond a most likely:
question: has a lower coupon
我的问题是为何当利率下降 A债券的价格下降大于B就是问 duration A > duration B?
