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5767DV01 From Duration And PriceA bond trades at 98.4 (per 100 face) with modified duration 5.8. What is its DV01 (the price change for a 1-basis-point yield move) per 100 face?金融与交易中等数值题未尝试免费5768Duration Of A Zero-Coupon BondA zero-coupon bond matures in 7 years and is priced at a yield to maturity of 4.5% (annual compounding). What is its modified duration in years?金融与交易简单数值题未尝试免费5769Approximate Yield To MaturityA 4-year annual-coupon bond has face 100, coupon 5, and trades at 95. Using the approximate-YTM formula [C + (F − P)/n] / [(F + P)/2], estimate its yield to maturity (in percent).金融与交易中等数值题未尝试免费