想問一下這題 為什么得到了E(Rp)之后，算treylar ratio的時候 不用減去risk free就直接除去beta了
請問78題答案里的那句除非XXXX是什么意思？意思這個透露消息的MTEX員工因為符合這個條件，所以LYNN可以怎么做？我沒懂答案的意思，他提到的情況是否分為兩種？
老師，這個133題的B選項不太明白以及134題
這個第23題怎么寫？
19題的D選項不太明白，為什么說Ltcm一賣資產(chǎn)就跌停呢？
這里的It come Due 是指到期吧，并不是危機(jī)發(fā)生？
ABCP run 是指ABCP 擠兌還是運(yùn)行，老師講的是運(yùn)行
請問C D選項是用哪個數(shù)字算出來的呢？是錯在哪里呢
選項c為什么說是在contango mkt?
高杠桿，德國金屬公司沒有么？遠(yuǎn)期合約不涉及高杠桿么？期權(quán)有，期貨有沒有高杠桿？？迷了
理論值13.8%大于實際值10%，價格不是被低估么？應(yīng)該買入啊
Shape ratio 為什么是cml的斜率
老師，71題，哪里看出來要我們估計的是價格？我算出來return就直接比高估低估了，結(jié)果老師說比的是價格？我就不知道哪句話體現(xiàn)了比價格？謝謝
1. what is basis risk? not mentioned in the class. 2. What rogue trader means or which kind of behaviour can be classied as rogue trader? 3. Could you please explain what is tracking error? 4. what is presettlement risk, non-directional risk and asset-liability risk? Could you please give some examples? Thanks
1. what is basis risk? not mentioned in the class. 2. What rogue trader means or which kind of behaviour can be classied as rogue trader? 3. Could you please explain what is tracking error? 4. what is presettlement risk? Could you please give some examples? Thanks
程寶問答
金程問答