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吴晓丽 · 2021年02月07日

看不懂题目

NO.PZ2016031001000072

问题如下:

Matrix pricing allows investors to 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:

B is correct.

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).

看不懂,求指导,这是哪个知识点呢

1 个答案
已采纳答案

吴昊_品职助教 · 2021年02月08日

同学你好:

考查知识点为Matrix pricing的作用。matrix pricing是矩阵定价,指参考相似信用质量但交易活跃的债券收益率为基准利率,来估计无交易或交易不活跃债券的要求回报率。所以选项B正确。对应内容可以参考基础班讲义P152页。

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