This paper uses some indexes such as PVBP, duration and convexity to measure volatilities of government bond prices in Shanghai Stock Exchange and Interbank Market.
本文选用了基点价格值、久期与凸性等指标对上海证券交易所与银行间市场国债价格的波动性进行测度。
This paper uses some indexes such as PVBP, duration and convexity to measure volatilities of government bond prices in Shanghai Stock Exchange and Interbank Market.
本文选用了基点价格值、久期与凸性等指标对上海证券交易所与银行间市场国债价格的波动性进行测度。
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