(1)组合的久期(Portfolio Duration) ①组合的久期是由组合中债券久期的加权平均,它们的权重是根据各;自的市值(而非面值)占整个组合的市值比重来计算 Dp =...
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The sessions should align with your organizational structure, and with the number, size, and duration of projects in the portfolio.
会议应当同你的组织结构以及组合中的数目、大小和持续时间相一致。
Duration gap with the liability was the main factor affecting the bond portfolio allocation.
负债持续期缺口是影响债券组合配置的主要因素。
Further more this method was applied to Shanghai stock market in China to calculate the impawn rate of a portfolio in 7 dates duration under a specific confidence level.
并将这种方法用于计算我国上海股票市场的股票组合7天贷款的质押率。
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