a不对吗,越平不是表示利率在下降问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2016022702000003 问题如下 If one-perioforwarrates are creasing with maturity, the yielcurve is most likely: A.fl B.upwarsloping C.wnwarsloping. C is correct.If one-perioforwarrates are creasing with maturity then the forwarcurve is wnwarsloping. This turn implies a wnwarsloping yielcurve where longer term spot rates r(T + T*) are less thshorter term spot rates r(T).考点forwarrate与yielcurve之间的关系如果一年期的远期利率下降,forwarcurve向下倾斜。这也意味着spot curve是向下倾斜的,即长期的spot rate r(T+T*)小于短期的spot rate r(T)。 题目问的yielcurve是指forwaryielcurve还是spot yielcurve?
sport curve向下倾斜如何推出one perioforwarcurve 向下倾斜,只能通过图看出来吗?能推出来吗?可能告知一下如何推出的, 另外老师视频里介绍的貌似是spot curve向下倾斜推出 forwarcurve 向下倾斜而不是one perioforwarcurve.
老师 有几个单词我一直没懂什么意思。一个是term structure,一个是yielcurve还有一个cret spread
老师,这道题目做对了,但是对题目的意思有一点没理解透。请教下creasing with maturity 怎么理解,能否画个图?是指的是f(3,1) f(2,1) 的概念吗?