题目The term structure of interest rates defines the relationship___ A. between risk and return. B. between risk and maturity. C. between maturity and yield. D. between default risk ratings and maturity. 相关知识点: 试题来源: 解析 C 反馈 收藏...
The ‘term structure’ of interest rates refers to the relationship between bonds of different terms. When interest rates of bonds are plotted against their terms, this is called the ‘yield curve’. Usually we focus on this relationship using risk free zero coupon government bonds. This gives ...
C. Interest rates over time. D. The maturity dates of an issuance of bonds. 正确答案:C 分享到: 答案解析: 题目翻译: 利率结构描述了---的关系 A. 利率和不同债券结构 B. 利率和不同证券结构 C. 利率和时间 D. 到期日和债券 考点:The term structure of interest rates 解题思路:是利率和到期日...
Section 6.1 describes the term structure of (spot) interest rates, also called the yield curve, defines the yields to maturity of bullet bonds and zero-coupon rates, shows how one may construct forward transactions using cash instruments, and exhibits the different forward rates implicit in the ...
The term structure of interest rates, the expectations hypothesis, and implied forward ratesRobert ZipfFixed Income Mathematics
Answer: B Difficulty: Easy Rationale: The term structure of interest rates is the relationship between two variables, years and yield to maturity (holding all else constant). 2. The yield curve shows at any point in time: A) The relationship between the yield on a bond and the duration ...
内容提示: CHAPTER 15: THE TERM STRUCTURE OF INTEREST RATES PROBLEM SETS. 1. In general, the forward rate can be viewed as the sum of the market’s expectation of the future short rate plus a potential risk (or liquidity) premium. According to the expectations theory of the term structure...
A.the risk of all assets is the same. B.the time to maturity for all assets is the same. C.the coupon rate of all assets is the same. D.the market value of assets is the same. . AI智答 联系客服周一至周五 08:30-18:00
[期限结构第12章利率收益曲线点的期限结构和前进ratesTheories ]》,总页数为37页,主要介绍了与Chapter 12 The Term Structure of Interest Rates The Yield Curve Spot and forward ratesTheories of the Term Structure[期限结构第12章利率收益曲线点的期限结构和前进ratesTheories ]相关的资料,希望对大家有用,欢迎...
The-Term-Structure-of-Interest-Rates CHAPTER15 TheTermStructureofInterestRates McGraw-Hill/Irwin INVESTMENTS|BODIE,KANE,MARCUS Copyright©2011byTheMcGraw-HillCompanies,Inc.Allrightsreserved.15-2 OverviewofTermStructure •Theyieldcurveisagraphthatdisplaystherelationshipbetweenyieldandmaturity.•Informationon...