R10 34
為什么inflation linked bond 是real interest rates?
為什么unlimited upsidepotential 是long put?
兩個(gè)問題:1. delta hedging of the gamma exposure怎么理解?2. long option volatility應(yīng)該相當(dāng)于long vega吧,視頻中老師說相當(dāng)于long gamma?
這里的beta adjusted market exposure怎么計(jì)算呢?
Akagi also discloses to each client the fee he expects to earn from this arrangement once an investment management agreement is signed. 這句話是哪個(gè)意思呢?1. A還披露了一旦客戶簽協(xié)議,他之后能得到多少費(fèi)用。 2. 客戶簽了協(xié)議后,A立刻披露.... 我以為是第1個(gè),覺得已經(jīng)披露了所以沒有違規(guī)。
答案中有這句話:Pe?a implied that he had completed his university work to obtain a degree when he did not clarify his failure to receive a degree 請(qǐng)問原文哪里有暗示呢?是這句 I studied finance??
請(qǐng)問Fee這個(gè)選項(xiàng)為什么 in compliance呢?需要披露return是gross fee or net fee吧?
有個(gè)問題就是bpvfuture和bpv ctd兩個(gè)的久期應(yīng)該也不一樣吧為啥乘以cf就相等了呢
老師好,個(gè)人IPS真題中這道題沒明白什么意思
原版書415頁(yè):老師,打?的數(shù)字是怎么算出來的呀,麻煩算出來拍個(gè)照片給我,謝謝。
如果兩個(gè)constraints均為絕對(duì)或相對(duì),objective function就可以判斷了對(duì)嗎?
老師,這頁(yè)打?的數(shù)字,我也算不出來,麻煩老師算出來拍個(gè)照片給我,謝謝。
原版書396頁(yè)打問號(hào)的數(shù)字我算出來的跟書上不一樣。麻煩老師寫一下計(jì)算步驟并拍照給我,謝謝
原版書390頁(yè),我打問號(hào)的數(shù)字是怎么算出來的?discount rate不是1嗎?麻煩老師把計(jì)算過程寫出來,拍個(gè)圖片給我。謝謝
程寶問答