Flavio Gasparini is an intern in Rose &Roll Investment Inc.His mentor asks him to estimate the price changes of fixed income securities when the yields change.Suppose a bond with modified duration of 29.498and modified convexity of 884.7,when its YTMis expected to fall by 20bps,what should be the expected percentage price change?
Flavio Gasparini is an intern in Rose &Roll Investment Inc.His mentor asks him to estimate the price changes of fixed income securities when the yields change.Suppose a bond with modified duration of 29.498and modified convexity of 884.7,when its YTMis expected to fall by 20bps,what should be the expected percentage price change?
发布时间：2025-02-02 21:23:09
