开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

小小悟空yu · 2021年04月28日

问一道题:NO.PZ2020042003000082 [ FRM II ]

请问riding theyield curve和carry trade什么区别

问题如下图:

选项:

A.

B.

C.

D.

解释:

1 个答案

品职答疑小助手雍 · 2021年04月28日

嗨,从没放弃的小努力你好:


riding theyield curve:假设了利率曲线向上倾斜,买长期债利率高,然后等长期债变成短期债了收益低了卖掉,能赚到利息和利率下降带来的债券价格上升部分。

carry trade:两种债券(可能币种不同,或者期限不同),买收益率高的债券,卖出收益率低的债券,赚收益率差。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 1

    关注
  • 420

    浏览
相关问题

NO.PZ2020042003000082 问题如下 The following statements are about theyielcurve strategies namering the yielcurve, whiof the followingstatements is NOT correct? ring the yielcurve is aleveragestrategy, investors neeto borrow short-term aninvest inlong-term. If the yielcurve es havea sufficiently strong positive slope, investor c ring the yielcurve. Ring the yielcurve expects the securitiesprices rise significantly when yiel have fallen. Investors csell those securities,scoring a capitgain e to the recent rise in their prices Fora same investment horizon, ring the yielcurve chave a higher return thanbuy-anholstrategy. 考点对Maturity Management Tools的理解答案A解析A错误,A描述的情况属于Carry tra. ring on yielcurve不是预计利率下降吗?为什么在upwar候买

2022-11-06 16:35 2 · 回答

NO.PZ2020042003000082 问题如下 The following statements are about theyielcurve strategies namering the yielcurve, whiof the followingstatements is NOT correct? ring the yielcurve is aleveragestrategy, investors neeto borrow short-term aninvest inlong-term. If the yielcurve es havea sufficiently strong positive slope, investor c ring the yielcurve. Ring the yielcurve expects the securitiesprices rise significantly when yiel have fallen. Investors csell those securities,scoring a capitgain e to the recent rise in their prices Fora same investment horizon, ring the yielcurve chave a higher return thanbuy-anholstrategy. 考点对Maturity Management Tools的理解答案A解析A错误,A描述的情况属于Carry tra. Ring the yielcurve expects the securities prices rise significantly when yiel have fallen.这里描述的yiel什么会下降呢?以30年期债券为例,是指0时点买入5时点卖出时相比于0时点适用的yiel降的意思吗?

2022-10-08 21:07 1 · 回答

NO.PZ2020042003000082 If the yielcurve es havea sufficiently strong positive slope, investor c ring the yielcurve. Ring the yielcurve expects the securitiesprices rise significantly when yiel have fallen. Investors csell those securities,scoring a capitgain e to the recent rise in their prices Fora same investment horizon, ring the yielcurve chave a higher return thanbuy-anholstrategy. 考点对Maturity Management Tools的理解 答案A 解析 A错误,A描述的情况属于Carry tra. bah策略是什么东西,在讲义的哪里

2021-11-05 23:26 1 · 回答

NO.PZ2020042003000082 If the yielcurve es havea sufficiently strong positive slope, investor c ring the yielcurve. Ring the yielcurve expects the securitiesprices rise significantly when yiel have fallen. Investors csell those securities,scoring a capitgain e to the recent rise in their prices Fora same investment horizon, ring the yielcurve chave a higher return thanbuy-anholstrategy. 考点对Maturity Management Tools的理解 答案A 解析 A错误,A描述的情况属于Carry tra. 麻烦说一下?我估计事概念混淆了,彻底混淆了

2021-11-01 00:08 1 · 回答

NO.PZ2020042003000082 什么是buy-anholstrategy?

2021-05-03 22:38 1 · 回答