figure surfaces of coupon bond, callable bond, putable bond
income问题如下图: 选项: 解释: 你好同学,因为putable bond是给
用利率二叉树给含权债券进行估值,分别讲了callable/putable bond
management 和 convexity management,最主要的结论,long bond call
day7固收callablebondandputablebond
figure surfaces of coupon bond, callable bond, putable bond
income问题如下图: 选项: 解释: 你好同学,因为putable bond是给
用利率二叉树给含权债券进行估值,分别讲了callable/putable bond
management 和 convexity management,最主要的结论,long bond call
day7固收callablebondandputablebond