NO.PZ2023091701000040
问题如下:
Consider the following three methods of estimating the profit and loss (P&L) of a bullet bond: full repricing, duration (PV01), and duration plus convexity. Rank the methods to estimate the P&L impact of a large negative yield shock from the lowest to the highest.
选项:
A.
Duration, duration plus convexity, full repricing
B.Duration, full repricing, duration plus convexity
C.Duration plus convexity, duration, full repricing
D.Full repricing, duration plus convexity, duration estimating
解释:
full repricing 是啥意思?