助教你好:
题干这句话【regarding the shaping risk of the bonds in her portfolio due to anticipated shifts and twists to the yield curve】是在说哪一个yield curve有shaping risk?是说二叉树(upward sloping yield curve),还是说4% flat yield curve?
另外,twist是啥意思,是反转?谢谢。
pzqa015 · 2023年05月07日
嗨,努力学习的PZer你好:
题干这句话【regarding the shaping risk of the bonds in her portfolio due to anticipated shifts and twists to the yield curve】是在说哪一个yield curve有shaping risk?是说二叉树(upward sloping yield curve),还是说4% flat yield curve?
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是指yield curve
shifts and twist是指收益率曲线发生非平行移动
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