SML的斜率也是B吧
老師，t時刻估值的時候，為什么只把CB抵減掉，不考慮CC？定價的時候兩者都考慮了呀
老師，這里買的是什么債券呢？零息同時又無風(fēng)險，是不是只能是T-bill？
老師，對于long call頭寸，S
老師，不管是FRA還是IRS，long方都是認(rèn)為未來利率回上升，short方都是認(rèn)為未來利率會下降，對嗎？
老師，這四類衍生品中只有forward是零和游戲嗎
可以講一下CDS么？以及買方和賣方的區(qū)別
老師，期貨的margin是清算所收取的交易傭金？
In efficient financial markets, risk-free arbitrage opportunities: A. will not exist. B. may persist in the long run. C. may exist temporarily.這題為啥不選a？
When valuing a call option using the binomial model, an increase in the probability that the underlying will go up most likely implies that the current price of the call option: increases. remains unchanged. decreases.為什么這道題答案說option price和probability of underlying 沒有關(guān)系呢？我們用二叉樹對期權(quán)定價不就是要用股票價格來做出來二叉樹嗎？
Which of the following statements best describes a feature of an American option? Early exercise of an American: put option is optimal only if the underlying is dividend paying. call option is never optimal if the underlying is dividend paying. put option that is deep in the money may be optimal. 這道題為什么不能選a呢？老師不是講說會分紅的American put會提前行權(quán)嗎
可以解釋下這題嗎？B哪里錯了
可以解釋下這題嗎
這題怎么理解，沒視頻
請老師解釋一下看跌期權(quán)買賣人買賣看跌期權(quán)背后的邏輯和獲利空間在哪里
程寶問答
金程問答