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标题: bond volatility percentage [打印本页]

作者: Sunshine4ever    时间: 2011-7-13 16:05     标题: bond volatility percentage

I just found out about this bond volatility thing when using the backwardation rule for fixed income. I must have been totally dreaming the other time. Can anyone please tell me what it really means to our calculation. I have seen everything from 10 to 20%. Thanks.




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