LTD is monetoray asset? 它可是長期的debt，大于1年
老師好，這里不明白，為什么回歸里為什么X與殘差有關系，異方差就存在？ 同樣，為什么自回歸里，殘差t與殘差t-1有關系，得出異方差就存在？異方差不是指殘差的方差不恒定嗎？
請問Jason‘s alpha 是哪里講過的？在哪里能看到
prediction3中為什么是higher
Proposition 2 的那個公式是怎么推導出來的?。?
realized return韓老師說是年化的。課后題答案卻是非年化
題干見圖片 Q. Based on Quantum’s economic forecast and the data in Exhibit 1, which bond is Coombs most likely to recommend as the short position for the hedge fund? Bond 3 Bond 1 Bond 2 請老師比較下bong1和2，我沒有明確的判斷出選擇項，這兩個比較有的指標好有的指標差。
A macro topic for this week’s fixed-income committee is the possibility that the US Federal Reserve Board (Fed) will raise the federal funds rate (FFR) 25 bps at their next meeting. Quantum’s committee believes that the Fed is likely to hold off raising the FFR for at least six months because of weak economic data, and that weakness will be seen in the upcoming payroll numbers. Quantum expects the monthly non-farm payroll report to show that the US labor market added only 90,000 jobs this month, roughly in line with consensus expectations. The committee is debating what will happen to the short end of the US yield curve (and what will happen subsequently to short-dated bond prices) if the payroll report comes in at the level they expect. 題干部分如上，題目如下 Q. Which of the following is the most likely impact on short-term bond prices if Quantum’s expectations regarding the payroll report are correct? No change Fall Rise 這題我選的是fall，但是答案是no change哎，請老師解答，不太懂經(jīng)濟下行期為啥不是fall
麻煩老師講解一下 為什么選擇B，為什么A選項不正確？謝謝??
老師您好！ 圖片case中的standard error 0.0213是不是指Y cap的standard error sf? 謝謝解答！
這道題不明白怎么做 這是衍生品測驗題第一大題的第七小題
mark-to-market value 里面的r 為什么是標價貨幣的利率？遠期匯率定價公式里是（基礎貨幣拆解利率-標價貨幣拆解利率）
老師，weighting里面所說的1-2個case 是指單場（上午或者下午）還是全部（上午和下午）？
老師您好！ 在數(shù)學角度上來看，RSS+SSE是不等于SST的啊，為什么在計算決定系數(shù)的時候貌似認為RSS+SSE=SST。 謝謝解答！
老師好，fintech和machine learning的干貨，知識框架有嘛？我課也聽了 ppt也打印了 題也做了 （雖然基本都蒙對了） 但是依然不知道要記什么？
程寶問答
金程問答
