|
- UID
- 223304
- 帖子
- 278
- 主题
- 129
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-22
|
| i think the rate change issue doesnt matter if its 50bps or 500bps, its irrelevant data in the question, the point is the investor wants to completely hedge the portfolio. Therefore you would use the formula above to completely hedge. |
|
发表于 2013-5-6 11:39
|