One-year rate: 5% Two-year rate: 6% Three-year rate: 7% If a 3-year annual-pay corporate bond has a coupon of 6%, its yield to maturity is closest to: A. 6.92%. B. 6.08%. C. 7.00%. 相关知识点: 试题来源: 解析 A 略 反馈 收藏 ...
Bond-Equivalent Yield 债券等值收益 将每半年的收益加倍所得的年度收益 Bond Ratings 债券评级 评级机构发布对债券发行人违约可能性的评估 Bonds 债券 代表发行人合同义务的长期债务工具 Book value 账面价值 资产负债表上所示的权益的会计价值 Broker 经纪人 在债券...
Considering the Chinese mainland in the same credit rating of the bond market credit spreads are quite different , SINOVAR introduced to the industry factors of AAA and AA + grade corporate credit debt yield curve , thereby improving the accuracy in the application of the yield curve , ...
中长期国债treasury bond or note 承销underwriting 波动性风险volatility risk 认股权证warrant 周末效应weekend effect 充分分散化的资产组合well-diversified portfolio 收益率曲线yield curve 到期收益率yield to maturity 零息票债券zero-coupon bond 零投资组合zero-investment portfolio 欢迎您的下载, 资料仅供参考! 致...
Yield Spreads: • Yield curve: 10-year Treasury minus 3-month Treasury • Corporate Baa-rated bond minus 10-year Treasury • Merrill Lynch High-Yield Corporate Master II Index minus 10-year Treasury • 3-month London Interbank Offering Rate–Overnight Index Swap (LIBOR-OIS) spread •...
·Abnormalyieldcurve异常收益率曲线 ·Aboutofcirca大约 ·Aboutpar超过票面值 ·Abovetheline线上项目 ·Abscond潜逃 ·Absoluteamount绝对数,绝对金额 ·Absolutecostadvantage绝对成本优势 ·Absoluteendorsement绝对背书 ·Absolutefixedcost绝对固定成本 ·Absoluteinsolvency绝对无力偿付 ·Absoluteinterest绝对权益 ·Absolute...
11、债券收益(Bond yield) 债券收益是债券所获得的利率。 12、收支平衡图(Break-even chart) 收支平衡图表示一种产品所出售的总数量改变时总收益和总成本是如何变化的。收支平衡点 是为避免损失而必须卖出的最小数量。 13、预算线(Budget line) 预算线表示消费者所能购买的商品 X 和商品 Y 的数量的全部组合。
Because the yield curve will probably steepen, financials will have higher interest rates with which to attract depositors and investors, and these companies, which have a heavy weight in value benchmarks, could do well. With interest rates rising, investors would do well to underweight utilities...
Corporate bonds enjoyed a positive quarter, outpacing government bonds, with both investment grade and high yield delivering strong positive total returns. Our forecast for global GDP growth in 2020 has been upgraded to -4.0% from -4.3%, driven by an upward revision to the emerging markets (...
BEY bond-equivalent yield = HPY * 365 / t 即把HPY按照单利年化(365): (1 + BEY/2)2 = 1 + EAY 切比雪夫不等式:在k standard deviation 以内的概率至少有1-1/k2 (k>1) 夏普比率Sharpe ratio = ( portfolio return – risk-free return )/standard deviation of portfolio returns 条件概率P(I|...