计算实例表明,凸度缺口模型对于给定的初始值和约束条件,可以较好地减少利率风险的暴露头寸和提高收益;
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
计算实例表明,凸度缺口模型对于给定的初始值和约束条件,可以较好地减少利率风险的暴露头寸和提高收益;
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
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