标题: [CFA入门] 请教关于floating-rate bond 的duration的问题! [打印本页] 作者: siavosh 时间: 2012-6-15 11:03 标题: 请教关于floating-rate bond 的duration的问题!
Notes (book 4) Risk associated with investing in bonds部分的习题中有说到:the duration of a floating-rate bond is higher the greater the time lag until the next coupon payment/reset date。请问这是什么原理?谢谢大家!!!作者: Dapper425 时间: 2012-6-15 11:03