來自:CFA > 2024 Level II > Fixed Income > Learning Module 2 The Arbitrage-Free Valuation Framework 2024-08-31 10:18
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158天前
。。
提問
2
上次登錄
158天前
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.這部分描述是錯誤的,這描述的是無套利模型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。