金程問(wèn)答
不是三份合約嗎？為啥不是15000*3*10？
這道題的解題過(guò)程麻煩發(fā)一下
這里為什么是21期？cf從05年到15年不是只有20期嗎？
老師，關(guān)于這個(gè)我有兩個(gè)問(wèn)題： 1.如果題目給定semi-annual coupon和annually compouding,那么計(jì)算利息時(shí)是不是首先將按年復(fù)利等價(jià)為按半年復(fù)利的方式，然后再計(jì)算利息？ 2.在以上問(wèn)題的情況下，如果將復(fù)利方式轉(zhuǎn)換為按半年復(fù)利，那么在折現(xiàn)的時(shí)候是用按年復(fù)利還是按半年復(fù)利的方式？
我想請(qǐng)教一下MBS Exercise的3和4的過(guò)程
老師是啥意思?。克捠牵?.5年之前的遠(yuǎn)期利率不就是0---0.5年嗎？我的理解是1年的遠(yuǎn)期利率是在零時(shí)刻預(yù)測(cè)的0.5---1年的利率，對(duì)嗎
老師，逐日盯市，初試保證金，維持保證金這些概念針對(duì)的都是場(chǎng)內(nèi)期貨市場(chǎng)嗎？場(chǎng)外遠(yuǎn)期市場(chǎng)沒(méi)有這些概念嗎？遠(yuǎn)期合約是在合約到期才清算嗎？
老師，這里的債券報(bào)價(jià)怎么理解，是否可理解為期貨簽訂時(shí)約定的賣價(jià)？
老師，這里的R是否可理解為交割日至到期日的實(shí)際利率，R（F）是簽訂日預(yù)測(cè)交割日可能的遠(yuǎn)期利率？
為什么課后習(xí)題對(duì)應(yīng)的都是目前沒(méi)有上到的課呀
能不能把這題過(guò)程寫下來(lái)
如果有Storagecost該如何計(jì)算，謝謝！
這道題不是需要對(duì)沖利率上升的風(fēng)險(xiǎn)嗎，為啥是做short？ A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.
A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.
視頻講的平方數(shù)跟解析不一樣是為啥呀
程寶問(wèn)答
