上一主题:duration of fixed side of swap
下一主题:2011 Essay Question 2
返回列表 发帖
Valerius is absolutely correct.  The key is to differentiate between real and nominal returns 1+r_nom = (1+r_real)*(1+inflation) as well as understand risk premium 1+r_risky=(1+r_riskless)*(1+risk premium).

TOP

返回列表
上一主题:duration of fixed side of swap
下一主题:2011 Essay Question 2