MWRR怎么算，可以舉個(gè)例子嗎？
請問B題目，題目里說the EUR will appreciate against the USD by 0.75%，那不是代表USD會(huì)貶值0.75嗎？這里USD-denominated的資產(chǎn)return計(jì)算不應(yīng)該是-0.75%嗎？
計(jì)算VaR是不是需要乘上YTM？老師可以把正確計(jì)算過程發(fā)一下嗎？
B的計(jì)算正確嗎？
這題選reits和題目中要投資房地產(chǎn)的方向沒有關(guān)系嗎？完全只是reits比cash收益高一些？
這個(gè)波動(dòng)率大（風(fēng)險(xiǎn)高、地流動(dòng)率），range到底大還是??？按哪個(gè)記？
Q2，factor framework屬于risk attribution么？
Case emma中這一題，是否能解釋成：Wider range relative to alternative 1, because money mkt account is taxable and if use the narrower range, it may occur higher transaction costs。而不是從稅后volatility的角度去解釋
為什么framing bias和regret bias要用1/n？
CDS Price ≈ 1 + ((Fixed Coupon ? CDS Spread) *EffSpreadDurCDS)請問什么CDSprice？coupon是標(biāo)準(zhǔn)化的，CDSspread是實(shí)際應(yīng)該支付的保費(fèi)，兩者軋差是upfrontfee，在期初結(jié)算掉。那么CDSprice是起什么作用？在什么時(shí)候用到？支付或者結(jié)算時(shí)如何用到這個(gè)概念？
為什么如果NZD相對USD有一個(gè)positive cross currency basis則應(yīng)該借入NZD換成美元投資呢
精 ips investment objectives section中到底要不要包含risk tolerance的說明？
高亮這句話不是不對嗎？沒有include嘛
精 衍生品 原版書 122頁：下面這段話 怎么理解？ Importantly, typical end-of-month (EOM) activity by large financial and banking institutions often induces “dips” in the FFE rate that create bias issues when using the rate as the basis for probability calculations of potential FOMC rate moves. For example, if such activity increased the price for the relevant fed funds futures contract to 98.05, then the FFE rate would decline to 1.95% (= 100 ? 98.05). In this case, using the same equation as before, the probability of an FOMC rate hike decreases from 90% to just 30%:
trading里百題的case2，第六題，這種情況問你security selection，我計(jì)算SS就可以還是要加上interaction的部分
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