问题如下:
Does convexity increase or decrease the profit from a small parallel shift in rates for a long position in a bond?
解释:
It increases the profit.
NO.PZ2020011303000214问题如下es convexity increase or crease the profit from a small parallel shift in rates for a long position in a bon 题目问对于long position,在利率出现小幅平行移动时,凸性会增加还是减少债券的收益?It increases the profit. 会增加收益,因为债券价格涨多跌少。 老师好,所谓利率平行移动是红色点的移动,还是蓝色的移动?还是什么?能否画个图举个例子?
还是不懂,如果是向下的平行移动,那么就是y变小,大,convexity变大; 如果是向上的平行移动,就是y变大,小,convexity变小。 为什么答案是profit