固定收益有几个不会的题目(英文),求懂固定收益证券的高手解答,可以有酬谢 这几道题的正确答案拿不准,求高手解答,有酬谢,联系方式 qq:67212501 邮箱:67212501@qq.com 1)Discuss in detail the main properties of the relationship between bond prices and bond yields. Also illustrate the implications of these properties for bond portfolio management 2)Suppose a firm wants to contract ex-ante (today) the forward deposit rate for a 6-months deposit 6 months from now. Describe the role of market prices in the determination of the forward rate and the hedging strategies that can be used. 3)Illustrate the Repo market, the contracts that are traded and their role in implementing arbitrage strategies. 4)Illustrate the meaning of the “term structure of interest rates” (or “yield curve”), and the possible theories for an upward sloping yield curve. 5)Provide the definition of yield to maturity and discuss its limitations in measuring investment returns. 非常感谢 |