融躍教育

來(lái)自:CFA > 2024 Level II > Fixed Income > Learning Module 2 The Arbitrage-Free Valuation Framework 2024-08-31 10:18
statement1錯(cuò)在哪里啊
查看更多

。。

提問(wèn)

2

上次登錄

213天前

全部回復(fù)(1)

融躍CFA答疑師老師    2024-09-02 09:27

致精進(jìn)的你:

同學(xué)你好, Equilibrium term structure models are factor models,這部分描述是對(duì)的。use the observed market prices of a reference set of financial instruments, assumed to be correctly priced, to model the market yield curve.這部分描述是錯(cuò)誤的,這描述的是無(wú)套利模型Ho–Lee model,而不是 Equilibrium term structure models

The real talent is resolute aspirations.
真正的才智是剛毅的志向。

熱門(mén)問(wèn)答推薦
相關(guān)課程推薦