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;
The asymmetry manifests itself in the following way: losing on a long position reduces one's risk exposure while losing on a short position increases it.
不对称以下述方式表现出来:人们在多头头寸上亏损会降低其风险敞口,而在空头头寸上亏损会增加风险敞口。
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