老師，“C is correct. Risk neutrality, not risk aversion, is a key element of derivatives pricing, including swaps.”與另外一題解釋矛盾啊，求解釋，謝謝
老師，這道題怎么解？
老師，這道題完全看不懂，沒思路。。。。
老師，不理解選A
老師，不懂這道題為什么選C
The actual probabilities of the up and down moves in the underlying do not appear in the binomial option pricing model, only the pseudo or “risk-neutral” probabilities. 老師，這句話中的pseudo是什么意思？謝謝
為什么無風(fēng)險收益率提高 就是經(jīng)濟(jì)好 從而標(biāo)的資產(chǎn)價格提高
為什么無風(fēng)險收益率高 就是經(jīng)濟(jì)好
為什么無風(fēng)險收益率高 就是經(jīng)濟(jì)好
the minimum value和 the exercise value，這個知識點，老師上課沒講啊，不懂。
老師，題中的Replication到底指的什么意思？復(fù)制？
老師，課后題有道解析如下，怎么理解互換的value就是The value of that replication。 Valuation of the swap during its life appeals to replication and the principle of arbitrage. Valuation consists of reproducing the remaining payments on the swap with other transactions. The value of that replication strategy is the value of the swap. The swap price is typically set such that the swap contract has a value of zero at initiation.
老師，第77張PPT里第一個不同點，能解釋詳細(xì)一點嗎？謝謝
老師，這道題完全沒有思路啊，怎么解？
老師，這道題中，風(fēng)險厭惡情況下，風(fēng)險越高，要求風(fēng)險補償也越多，應(yīng)該是正相關(guān)啊，為什么選C呢？謝謝
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