债券定价跟风险管理.pptVIP

第八章 债券定价和风险管理 CAPM, APT: treat securities at a high level of abstraction, assuming implicitly that a prior, detailed analysis of each security already had been performed, and that its risk and return features had been assessed. Specific analyses of particular security markets: valuation principles, determinants of risk and return, portfolio strategies commonly used within and across the various markets 固定收益证券 is a claim on a specified period stream of income. Have the advantage of being relative easy to understand because the level of payments is fixed in advance. Risk consideration are mi