Interest Rates and Coupon Bonds in Quantum Finance 11 个回复 - 3869 次查看
Interest Rates and Coupon Bonds in Quantum Finance
By Belal E. Baaquie
Publisher: Cambridge University Press
Number Of Pages: 508
Publication Date: 2009-10-30
ISBN-10 / ASIN: ...2009-11-30 01:19 - wesker1999 - 金融学(理论版)
Interest Rates and Coupon Bonds in Quantum Finance 8 个回复 - 2339 次查看
Interest Rates and Coupon Bonds in Quantum Finance
Publisher: Cambridge University | Pages: 508 | 2009-10-30 | ISBN 0521889286 | PDF | 6 MB
The economic crisis of 2008 has shown that t ...2010-1-22 03:47 - zhaohailei - 金融学(理论版)
请问大家couponrate 和 bond price之间的弹性关系 5 个回复 - 8925 次查看
问题:
是否低利率的债券 在 市场利率变化时 的价格变动比 高利率的债券敏感?
the low-coupon bond will have much more volatility with the respect to changes
in the discount rate?
谢谢2007-9-5 08:51 - megryanyu - 金融学(理论版)