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convexity
释义
convexity
凸性
衡量债券自卫能力的指标。当凸性为正,债券会因利率上扬而使平均存续期间(duration)和跌价幅度均变小;而若利率下跌,平均存续期间及涨价的幅度皆会放大。
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commedia dell'arte
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commemorable
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