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?