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珈柠 · 2024年08月11日

CFA|

NO.PZ2023120801000042

问题如下:

By using matrix pricing, investors can estimate market discount rates and prices for bonds:

选项:

A.

with different coupon rates.

B.

that are not actively traded.

C.

with different credit quality.

解释:

Correct Answer: B

For bonds not actively traded or not yet issued, matrix pricing is a price estimation process that uses market discount rates based on the quoted prices of similar bonds (similar times-to-maturity, coupon rates, and credit quality).

请问matrix pricing是怎么操作的?解析没有看明白

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已采纳答案

品职答疑小助手雍 · 2024年08月11日

同学你好,就是拿市场上类似债券的收益率来计算不常交易债券的PV。

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