金程問(wèn)答
c為什么不對(duì)
沒(méi)懂這道題
老師，在flatting yield curve 環(huán)境下bullet 、barbell、ladder哪個(gè)類型bond最受益，為什么
convexity的計(jì)算公式是這樣嗎老師，考試要求掌握嗎
老師，expected excess return可以簡(jiǎn)寫(xiě)為excess spread？看公式中spread和△duration*△spread兩個(gè)量綱不一樣呢，能直接相減嗎，一個(gè)是spread，一個(gè)債券價(jià)格的變化
這里synthetic risk-free asset公式和后面的synthetic equity公式在這用處是什么？第二個(gè)持有無(wú)風(fēng)險(xiǎn)資產(chǎn)意義是什么？為什么要持有無(wú)風(fēng)險(xiǎn)資產(chǎn)和持有index futue？
老師，這道題在說(shuō)什么，考查哪個(gè)知識(shí)點(diǎn)？需要答哪些bullet point
老師，這道題題干說(shuō)的什么意思，沒(méi)看懂，為什么答案選A呢，A中也沒(méi)說(shuō)long/short的是call 還是put
根據(jù)本頁(yè)P(yáng)PT的視頻講解，我的提問(wèn)是：書(shū)P461-Question set-goodwill impairment-Question 1-這一問(wèn)里的商譽(yù)減值金額為什么用的是the fourth quarter of 2009的數(shù)字，題干里還給了1818.2這個(gè)數(shù)字，為什么不用1818.2？The 16-week fourth quarter of 2009與the fourth quarter of 2009，與the 17-week fourth quarter of 2008，這3者的表述有什么區(qū)別？分母為什么用的是3 January 2009的數(shù)2390.2而不是2 January 2010的數(shù)426.6？
這個(gè)callable bond value,指的是對(duì)于持有人也就是bond holder的value是吧？
不就是因?yàn)閜articipants are entitled to receive a monthly benefit，所以才應(yīng)該用cash flow matching嗎？還有，答案中說(shuō)的 The threshold of 5% (of assets greater than liabilities) is exceeded in both plans; the Lawson portfolio has a surplus of 7.7%, and the Wharton portfolio has a surplus of 11.8%.哪里有提到，題目信息有給嗎，自己腦補(bǔ)的吧
chi square只有單側(cè)拒絕域？
The best approach for creating a stratified random sample of a population involves:A.drawing an equal number of simple random samples from each subpopulation.B.selecting every kth member of the population until the desired sample size is reached.C.drawing simple random samples from each subpopulation in sizes proportional to the relative size of each subpopulation.老師AB為什么不對(duì)
多問(wèn)一句,如果國(guó)債定價(jià)不準(zhǔn)確,那么通過(guò) DCF 其實(shí)也可以計(jì)算出來(lái) r,這個(gè) r 只能算是一個(gè)內(nèi)部回報(bào)率IRR/收益率,但并不能作為市場(chǎng)的無(wú)風(fēng)險(xiǎn)利率是嗎?
為什么利率上升被稱為熊市？
程寶問(wèn)答
