BOOK5 里关于 risk associated with investing in bonds 那节 提到关于yield curve risk 的: yield curve risk arises from the possibility of changes in the shape of the yield curve 请教老师, NOTES 上说 the yield curve 有两种移动:平行移动和非平行移动. 我想问, 平行移动应该不属于 changes in the shape of the yield curve 吧? 只有非平行移动才属于 changes in the shape of the yield curve . 我说的对吗? 非常感谢! | 
发表于 2006-10-18 18:17
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