因外幣升值，總體收益不應(yīng)該增加嗎，為啥不選A
這個(gè)題錯(cuò)了吧老師。A對(duì)吧…
老師您好，關(guān)于固收example29的這個(gè)long5年的cds 老師講的是不是講反了，應(yīng)該是（0.99244-.99066）*10000000，因?yàn)閘ongcds不是應(yīng)該賺錢了嗎？
請(qǐng)講解一下
請(qǐng)講解一下
在計(jì)算immunization的時(shí)候，是默認(rèn)以萬元為最小金額嗎？還是說題目沒說就不考慮?
Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.老師您好，請(qǐng)問為啥active investment有流動(dòng)性風(fēng)險(xiǎn)？這句話怎么理解呢
請(qǐng)問第二點(diǎn)中，在times of stress的時(shí)候?yàn)槭裁匆猘id in positioning the portfolio
請(qǐng)問投資級(jí)債券和high- yield bond哪個(gè)對(duì)interest rate的變動(dòng)更敏感呢？
請(qǐng)問bond隨著發(fā)行的時(shí)間越長，liquidity應(yīng)該越低。但是為什么隨著時(shí)間的推移，離到期時(shí)間越短，liquidity反而上升了呢？
A change in interest rates has the same effect on a risk free bond as it does on a risky bond
2022年mock2 PM 第3題，C項(xiàng)long put optionon futures是short volatility嗎，題目預(yù)期波動(dòng)率上升，應(yīng)該long call option呀？
Fixed Income-Reading 14 Q9, A選項(xiàng)
這兩句話是什么意思？為什么
121頁這個(gè)cds怎么計(jì)算的
程寶問答
金程問答