标题: volatility of bonds [打印本页] 作者: NakedPuts 时间: 2011-7-13 14:24 标题: volatility of bonds
How do they differ and relate:
1. volatility of bond prices
2. volatity of interest rate
3. Yield volatility
Thanks.作者: liangfeng 时间: 2011-7-13 14:24
ehhh a lil of this and a lil of that...
hope that helps...good luck!作者: bpdulog 时间: 2011-7-13 14:25
2 will have a positive causative relationship with 1 and 3. 1 and 3 depend on other factors also, like credit. Is there a more specific question?作者: infinitybenzo 时间: 2011-7-13 14:25
there are literally 1000's of pages written on this question
