drawdown
老師你好 這個科目有什么學(xué)習(xí)建議嗎？包含哪些知識點(diǎn)是需要掌握的？基礎(chǔ)課沒聽
老師20120820直播的板書1.4289是不是錯的？因?yàn)榍懊姘鍟f看F1和S1來對比更負(fù)還是更正，1.4289是S2的價格呀？最后快結(jié)束時舉的6元的例子用的是S1的6.2呀？前后矛盾。老師澄清一下。謝謝
請問這題most appropriate是哪一個？
statement3描述的是systematicTAA還是SAA呀？解析有點(diǎn)亂了
老師，您好，以下題，沒有選擇，只是匯報真實(shí)整體業(yè)績，為啥也是mispresentation/原題Q. Michelieu tells a prospective client, “I may not have a long-term track record yet, but I’m sure that you’ll be very pleased with my recommendations and service. In the three years that I’ve been in the business, my equity-oriented clients have averaged a total return of more than 26% a year.” The statement is true, but Michelieu only has a few clients, and one of his clients took a large position in a penny stock (against Michelieu’s advice) and realized a huge gain. This large return caused the average of all of Michelieu’s clients to exceed 26% a year. Without this one investment, the average gain would have been 8% a year. Has Michelieu violated the Standards? No, because Michelieu is not promising that he can earn a 26% return in the future. No, because the statement is a true and accurate description of Michelieu’s track record. Yes, because the statement misrepresents Michelieu’s track record.
老師，這里題目問題我沒懂，問的是支持不支持。那么風(fēng)格發(fā)生偏離就是支持，不偏離就是不支持？
請問老師，在存在mispricing時，預(yù)測了fair value，這個時候的benchmark到底是選price target還是arrival price
老師，high touch principal以及l(fā)iquidity seeking怎么區(qū)分，都是要快速完成交易
組合的convexiy可以直接平均計算？
這里10% threshold什么意思哦
請問可以講一下payer swaption和pay fixed swap有什么區(qū)別嗎？ 為什么payer swaption可以當(dāng)利率下降的時候不會有太大的損失但是pay fixed swap不行？ 謝謝
老師，volatility這部分麻煩重新講解，視頻沒聽懂
買期貨和買期貨的forward是不是不一樣啊 買期貨，，，比如我去買大宗的期貨，一手也挺貴的哇
option、futures、forward的流動性和交易成本分別是怎樣？
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