金程問(wèn)答老師,能否把G spread,I-spread和Z-spread的公式分別寫一下
如果信用質(zhì)量上升,也是選A?
105。為什么 當(dāng)是price risk 占主導(dǎo)的時(shí)候 會(huì)expose higher interest rate risk?
講解中默認(rèn)P=(C+PRN-P)/(1+YTM) 但是一般來(lái)說(shuō)分母都應(yīng)該是1+YTM的t次方才對(duì)啊,這樣的話怎么比?
National bond market, Eurobond market,foreign bond market 這個(gè)概念講義哪一頁(yè)有講,老師好像沒(méi)講到?
A為什么不對(duì)?
Assume a 30/360 day-count convention and evenly spaced periods這句話是什么意思 有什么用在這題
老師好!為什么此題中的discount rate就是discount yield的概念?
i/y不該是3嗎,雖然是半年計(jì)息但是計(jì)算機(jī)還是摁整年的ytm
This separation of the seller’s collateral from its credit rating provides the opportunity for the SPE to access a lower aggregate funding cost than what the seller might otherwise obtain.請(qǐng)問(wèn)這句話的意思是相比seller直接發(fā)行collateral,SPV發(fā)行會(huì)以更低成本發(fā)行嗎?這是因?yàn)镾PV可能credit rating更高嗎?以及B選項(xiàng)的解釋我不是很懂能解釋一下嗎
請(qǐng)問(wèn)forward yield curve所檢測(cè)的bonds是有相同的time to maturity嗎?
您好請(qǐng)問(wèn)為什么A選項(xiàng)對(duì)bondholder有利,deferment period沒(méi)有收coupon但是會(huì)在后幾年收到更多的coupon交更多income tax不是嗎
請(qǐng)問(wèn)weighted average coupon (WAC)的計(jì)算公式是(weight in pool X mortgage rate)加總是嗎?
請(qǐng)問(wèn)這個(gè)考點(diǎn)對(duì)應(yīng)講義的哪里?我在CDO這部分講義找不到這題解題思路,好像老師沒(méi)講
金融計(jì)算器怎么開(kāi)根式比如十二次根
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