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- UID
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- 2011-7-2
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- 2016-3-20
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alta168 Wrote:
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> What does the "TIME HORIZON" of a liability mean ?
> A liability with a time horizon of 5 years means
> the liabilty has a duration (value / price change
> given a small change in yield / interest rate) of
> 5 ?
According to CFA Level 3 Fixed Income Readings... Yes |
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发表于 2011-7-13 16:40
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