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标题: Level II Fixed income问题求教,原版书326-27页 [打印本页]

作者: zxd_vick    时间: 2015-5-24 06:05     标题: Level II Fixed income问题求教,原版书326-27页

请教一下,在Level II reading 43,原版书第5本书326-27页的第3题,答案是不是错了啊?

3. which of the following statements about the missing data in Exhibit 3 is correct?

a. node 3-2 can be derived from node 2-2

b. node 4-1 should be equal to node 4-5 multiplied by xx

c. node 2-2 approximates the implied one-year forard rate one year from now.


答案是C,但是Node2-2不应该是 the implied one-year forard rate two year from now么


谢谢!






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