|
- UID
- 217999
- 帖子
- 298
- 主题
- 148
- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
|
i just reread this and i guess i was thinking too much into it. its clear that DUE TO THE FACT THAT IT INCLUDES a credit risk factor, the spread of the treasury curve will be larger than that of the issuer specific benchmark.
Not to mention that it is the risk free rate.
easy question, my bed for misinterpreting.
Edited 1 time(s). Last edit at Saturday, May 1, 2010 at 08:29PM by tenten. |
|
发表于 2011-7-11 19:29
|