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标题: EOC fixed income Reading 57 Q15 [打印本页]

作者: Beatnik    时间: 2013-4-4 09:47     标题: EOC fixed income Reading 57 Q15

there is this question which mentioned the expensiveness of the tranches. I honestly didnt understand what deffective uration had to do with it. isnt it supposed to be based on option cost only?




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