[二級信用風(fēng)險] If the CDS spread is greater than the bond yield spread sell the corporate bond and sell CDS protection to borrow at less than the risk-free rate.怎么解釋這一段話呀？這是怎么實現(xiàn)套利呀？還有另外一個題目就是第99題的為什么選C呀？

eleven11 發(fā)布于：2024-10-25 23:18:16 瀏覽85次   FRM FRM Part II
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鐘老師 發(fā)布于2024-10-29 10:08:29

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