金程問(wèn)答
請(qǐng)問(wèn)這里的MTM gain分別包含哪些呢？price appreciation? coupon?
老師，刷題通關(guān)中CME課程有問(wèn)題，煩請(qǐng)答疑
請(qǐng)問(wèn)劃紅線這句話是什么意思，謝謝
股票市場(chǎng)volatility 與市場(chǎng)回報(bào)率負(fù)相關(guān)。long volatility =short equity,麻煩老師解釋一下原理，并舉個(gè)例子。哪里有對(duì)應(yīng)的題？謝謝
請(qǐng)問(wèn)老師，TWAP相當(dāng)于簡(jiǎn)單平均，也會(huì)受到outliers影響吧？
為什么這句話是錯(cuò)誤的？Easily tracked indexes in asset classes similar to that of an illiquid asset often do not represent the non-idiosyncratic risk of the illiquid asset very accurately.
老師好，沒(méi)理解為什么SMA的流動(dòng)性高，可以解釋一下嗎
選項(xiàng)C里的efficiency難道不是匹配了large size中slow down decision making這個(gè)缺點(diǎn)么
In reviewing a financial plan written by the Laws’ previous adviser, Raye notices the following asset class specifications.Equity: US equitiesDebt: Global investment-grade corporate bonds and real estateDerivatives: Primarily large-capitalization foreign equities
Recallability trap
cme刷題通關(guān)，Pat Esposito題，第三題，statement 4，為何是正確的？When evaluating the returns and volatility of public real estate against direct private real estate, it is important to adjust both for leverage and property type. Analysis has shown that when adjusted for leverage, REITs have delivered a similar return and standard deviation across most property types as direct real estate.
長(zhǎng)期來(lái)看，哪項(xiàng)為0呢？
risk reversal這個(gè)圖畫(huà)反了吧？和老師上課畫(huà)的不一樣
官方題庫(kù)，case Judith，Q23，請(qǐng)老師解釋一下可以嗎？
C怎么解釋？要用什么去評(píng)價(jià)組合的好壞，為什么不要sharp ratio？
程寶問(wèn)答
