C選項(xiàng)還是不太能理解
A firm is concerned about potential increases in the federal funds rate and their impact on the S&P 500. For a 3-month forecast period, the firm’s economics team estimates the following: A 60% probability that the Federal Reserve will not raise the federal funds rate. A 32% probability that the return on the S&P 500 will be between -10% and +10%. A 38% chance that the return on the S&P 500 will be less than -10%. A 24% joint probability that the return on the S&P 500 will be greater than 10% and that the Federal Reserve will not raise the federal funds rate. Based on the estimates above, given that the Federal Reserve raises the federal funds rate, what is the probability that the return on the S&P 500 is greater than 10%? A 10%. B 15%. C 20%. D 40%.
用計(jì)算器DATA STAT算出來的r *SX*SY 為什么結(jié)果不對？
Reusing sets of random number draws across Monte Carlo experiments decreases the estimate variability across experiments by using the same set of random numbers for each simulation.這句話為什么對？
A control variate involves replacing a variable x (under simulation) that has known properties with a similar variable y that has unknown properties.這句話什么意思？
老師可以講解一下這道題的詳細(xì)思路和解題過程嗎，以及這道題中對應(yīng)CTD公式的哪一塊，
第13題中的B選項(xiàng)，SML只考慮系統(tǒng)性風(fēng)險(xiǎn)，是因?yàn)橘Y產(chǎn)都被充分分散且有效的，而CML是考慮系統(tǒng)風(fēng)險(xiǎn)和非系統(tǒng)風(fēng)險(xiǎn)的，那從這個(gè)角度看，SML不是CML的特殊情況嗎？就是CML中的資產(chǎn)充分分散化后就無非系統(tǒng)風(fēng)險(xiǎn)了就變成SML中的只考慮系統(tǒng)性風(fēng)險(xiǎn)的資產(chǎn)組合嗎？
為什么YTM和久期的變動(dòng)是反向關(guān)系呢
這個(gè)貝塔的計(jì)算公式是哪里講的？
咯實(shí)說supervisors的風(fēng)險(xiǎn)報(bào)告不是從董事會(huì)成員來，那是從哪里來呢？這個(gè)老師不把知識點(diǎn)講透徹，講話講一半
第34題，當(dāng)說到F分布時(shí)，自由度指n-k-1還是k？為什么這兩個(gè)都稱為自由度？
Lindsey老師，求問Swap合約（以此題的利率互換為例，一共4期利率互換）都是在期初trade day時(shí)確認(rèn)第一期互換的利率水平，在第一期期末確定第二期互換的利率水平？以此類推，請問我理解的對么？感謝解答
老師這一道題沒看到解析呢？可以具體講解一下嗎？我算到交換后有1%可以省下的，然后就不會(huì)算了
1050和1000是兩個(gè)時(shí)點(diǎn)的價(jià)格，怎么直接相減了呢？
這個(gè)題為什么不能像照片里面這樣用capm求呢
程寶問答
金程問答