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来自:CFA > 2024 Level II > Fixed Income > Learning Module 2 The Arbitrage-Free Valuation Framework 2024-08-31 10:18
statement1错在哪里啊
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融跃CFA答疑师老师    2024-09-02 09:27

致精进的你:

同学你好, Equilibrium term structure models are factor models,这部分描述是对的。use the observed market prices of a reference set of financial instruments, assumed to be correctly priced, to model the market yield curve.这部分描述是错误的,这描述的是无套利模型Ho–Lee model,而不是 Equilibrium term structure models

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