|
- UID
- 223311
- 帖子
- 223
- 主题
- 87
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-19
|
2#
发表于 2011-7-11 15:12
| 只看该作者
never mind, volatility risk only applies to option bonds. for some reason i thought of a floating rate bond as a bond that has a bunch of interest rate options, but that would only be the case if there was a cap or a floor.
[Edit]
that gave rise to another question. Wouldnt a bond with a cap or a floor have volatility risk, since options increase in value if there is more volatility?
Edited 1 time(s). Last edit at Thursday, December 3, 2009 at 03:07PM by s302632. |
|
