答案解析:“Yield Measures, Spot Rates, and Forward Rates”, Frank J. Fabozzi, CFA 2013 Modular Level I, Vol. 5, Reading 57, Section 4.2.1.1 Study Session 16-57-f Explain nominal, zero-volatility spread, and option-adjusted spread, and the relations among these spreads and option cost. ...
The difference between nominal spread and zero-volatility spread will most likely be the greatest for a mortgage-backed security:() A. in an inverted yield curve environment. B. in a steep upward-sloping yield curve environment. C. with short maturity in a flat yield curve environment. 相关知...
52.All else being the same, the difference between the nominal spread and the Z-spread for a non-Treasury security will be larger when the:A:A.yield curve is flatter.B:B.maturity of the security is longer.C:C.security has a bullet maturity rather than an amortizing structure. 正确答案:...
更多“All else equal, the difference between the nominal spread and the Z-spread for a non-Treasury securi…”相关的问题 第1题 All else being the same, the difference between the Z-spread and the nominal spread f or a non-Treasury security will be greater when: A. maturity of the sec...
All else being the same, the difference between the Z-spread and the nominal spread for a non-Treasury security will be greater when:A.maturity of the security is longer.B.yield curve is flatter.C.security has a bullet maturity rather than an amortizing
2. Run it on the data in the help and doc documentation 3. Create a 5-D input by adding small noise to 4 copies of the original 4. Run it on the 5-D input that you created. Hope this helps. Thank you for formally accepting my answer ...
A quick look at the absolute GDP and GNP numbers of a particular country over the past two years indicates they mostly move in sync. There is a small difference between GDP and GNP figures of a particular country depending upon how the economic activities of the nation are spread across the...
You cannot add two zip codes and expect to get any useful information from the process. However, every zip code has been mapped to a specific latitude and longitude at the center of the zip code region, and these values can be used as spherical coordinates from which distances between ...
This page defines Doppler spread vs Coherence time and mentions difference between Doppler spread and Coherence time.
The zero-volatility spread provides the analyst with a way to evaluate a bond's pricing. It is the consistent spread—or difference—between the present cash flow value and theU.S. Treasury spot rate yield curve. Z-spread is also known as the static ...