所以離職后可以solicited 原雇主的客戶，通過公開渠道，那什么情況下solicit是屬于違規(guī)的呢？
第三小題 IS只從執(zhí)行當(dāng)天算？本來decisuon price是25 后來拖延了改價(jià)之后decision price改成頭天收盤？那如果一個(gè)交易拖了好幾天才分批完成那怎么算呢？
老師好，請(qǐng)教兩個(gè)問題：1.如圖，為什么investment-grade bonds相對(duì)于high-yield bonds對(duì)利率變動(dòng)更敏感？2.什么是measurement error?
第五題，題目問的不是from hedging the asset這個(gè)操作帶來的return嗎？為什么資產(chǎn)自己的收益率也加上了？答案應(yīng)該是一個(gè)負(fù)的數(shù)才對(duì)啊？
觀點(diǎn)2為啥put option benefit from reduce volatility？為啥是short vega？只要是option都應(yīng)該是benefit from increase volatility啊？
老師，第二題 reason1 為什么能reduce some of the trading costs ，trading cost不是基于交易收的嗎，該交易還是要交易，費(fèi)還在呀
CFA 密卷 The expected risk σ(RDC) of the equally-weighted portfolio is closest to: 這題目請(qǐng)教老師，這是哪個(gè)知識(shí)點(diǎn)，我好像沒有學(xué)到，還麻煩老師細(xì)致講解一下，謝謝
CFA 三級(jí) 密卷上 risk neutral我記得是持有一個(gè)現(xiàn)貨，再long a put對(duì)沖風(fēng)險(xiǎn)，在short a call賺期權(quán)費(fèi)？ 這道題直接就short OTM put，long OTM call，請(qǐng)老師講解下，謝謝
請(qǐng)問為什么TRS 可以減小tracking error 當(dāng)index appreciation 的時(shí)候？index不是浮動(dòng)端的嗎？謝謝
老師，您好，DTS適合low rated bond不適合high yield bond嗎？以下是題目B和C是啥意思呀，謝謝啦Q. Which of the following regarding the shape of the credit spread curve for high-yield issuers is most accurate?A.High-yield credit spread curves change shape more over the cycle than investment-grade ones do and usually invert during the peak phase.B.Investors should exercise caution in interpreting credit spread curve shape for distressed debt issuers because their bonds tend to trade on a price rather than credit spread basis as the likelihood of default increases.C.High-yield credit spread curves often invert because of the empirical observation that DTS is the best way to measure high-yield bond price changes.
B問為什么不選portfolio A?老師不是說先看一階的Duration 嗎？像這種送分題給出了modified duration, BPV，convexity，到底以哪個(gè)為準(zhǔn)？老師，你搞個(gè)先后順序吧
第三題，我計(jì)算過程精確到了小數(shù)點(diǎn)后兩位，最后的結(jié)果是54219999，和答案54219565有一定偏差，這個(gè)在考試中能得分嗎
怎么判斷題目給的neutral rate 是real 還是normal
expected excess return 是含spread0，expected excess spread不含spread0.對(duì)嗎？
什么情況下LGD*POD要按時(shí)間調(diào)整，可以舉例嗎？
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