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- UID
- 223298
- 帖子
- 283
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-10
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Fixed income inquiry on duration formula
| Does the duration formula (V subscript ()ve minus V subscript (+)ve divided by 2V subscript 0 times delta y) always have to reflect price changes in response to “equal” increases and decreases in YTM? Why is it I cannot find price change due to 50 bp increase and 20 bp decreases? |
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发表于 2013-4-13 23:42
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