预定/报价

04-24

2024

Risk Management and Financial InstituBE631

Suppose that as a fixed income trader for a bank you currently are holding the following fixed income portfolio of assets and liabilities: Assets: $1 million face value, 6-year coupon bond. 4.5% annual coupon payment, 3.5% yield to maturity.

标签: BE631Risk Management and Financial InstituUniversity of Essex