金程問(wèn)答
這個(gè)量化公式在課件哪里講到過(guò)？
barbell 如果同時(shí)long long term和short term那跟bullet有什么區(qū)別？
沒(méi)懂這里L(fēng)ong only參與bullish flattening為什么不直接long long term的，要同時(shí)買(mǎi)short和long term的。因?yàn)槲覀冞@里的情景是duration一定要維持在middle term的duration嗎
”投資人會(huì)賣(mài)出風(fēng)險(xiǎn)資產(chǎn)，投資于風(fēng)險(xiǎn)債券“？還是無(wú)風(fēng)險(xiǎn)債券?
一般rate上升不都是經(jīng)濟(jì)火熱期嗎，為什么是bearish
固收，MA1-Q32 In Suarez’s response to Klopp, under which scenario is the recommended strategy?most likely?appropriate?
固收，MA1-Q31 Is Klopp’s statement on par rates and bootstrapping?most likely?correct?
固收，MA1-Q30 Which of Salah’s three statements is?least likely?correct?
Q1說(shuō)的是translation，在current rate method下，應(yīng)該會(huì)計(jì)入CTA啊，不影響營(yíng)收。這個(gè)思路哪里有問(wèn)題？
老師請(qǐng)教一下，殘差的同方差是什么意思？為什么散點(diǎn)圖中殘差均勻地分布在forecast y的上下兩邊就符合假設(shè)？
“浮動(dòng)利率債券的Coupon Rate=Reference rate + Quoted Margin，折現(xiàn)率discount rate=Reference rate + Discount margin（也稱(chēng)為required margin）”兩個(gè)margins不一樣r和f4不就不相等了嗎？
道德，MA1-Q3 Cadler’s quick-thinking action?most likely?violated Standard V(A): Diligence and Reasonable Basis because: A outside parties influenced their investment action. ? B of the timing and execution of the small-cap share trades. C of an inappropriate swap of small-cap to large-cap shares.?
請(qǐng)問(wèn)老師，這題distorted怎么翻譯？C選項(xiàng)存貨計(jì)價(jià)方法對(duì)匯兌怎么會(huì)有影響呢？從匯率表看，平均匯率高于20x2年購(gòu)買(mǎi)存貨時(shí)的匯率，B選項(xiàng)如果A公司從temporal變?yōu)閏urrent，那COGS的折算用的是average rate，此時(shí)COGS會(huì)上升，并入母公司會(huì)使gross margin下降啊
第二題中算the corresponding total excess return (over risk-free rate)時(shí)，老師說(shuō)無(wú)風(fēng)險(xiǎn)收益沒(méi)給 其實(shí)應(yīng)該是在表二給了 是0.04
請(qǐng)問(wèn)老師，哪些屬于貨幣型資產(chǎn) 負(fù)債？哪些又屬于非貨幣型資產(chǎn) 負(fù)債？
程寶問(wèn)答
