immunization中money duration問題
官網(wǎng)題Shrewsbury Case Scenario What contingent strategies would Shrewsbury’s DB clients most likely
官網(wǎng)題Shrewsbury Case Scenario
官網(wǎng)題Central County History Center Case Scenario
Q8, reason2 說的是bond ETF的好處，那ETF那么好的話，為什么還要選mutual fund呢？而且老師在講解時，比較的是股票ETF和債券ETF，應(yīng)該比較bond mutual fund和bond ETF吧？
security出借后附屬income的歸屬問題
官網(wǎng)題 Pavonia Case Scenario Is Adams is most likely correct in her assessment of measurement error?這
官網(wǎng)題Mt. Pleasant Advisers Case Scenario Comment 3 Spread duration is a measure of risk that is
什么叫At Mac duration？
他這個是怎么算出E(Excess spread)的啊？
老師好，請問zero DM（包含了forward MRR）為什么在upward sloping yield curve，會lower than DM？
老師好，請問在這個題目里，可以講一下如何區(qū)分pure indexing和enhanced indexing嗎？為啥portfolio 3不是pure indexing？謝謝
你們這課程都不更新嗎？
老師好，請問這個題…我怎么算不對BBB和BB的excess spread呢？？
Roll down return 和roll-down return有什么區(qū)別啊
程寶問答
金程問答