什么是basis risk
老師 writing a covered call 是long stock +sell call，我以為long a covered call 是long stock +sell call
如圖片中題目中選c，而計算之后數(shù)值為120619.5。麻煩解答一下，謝謝
老師,請問這個題需要考慮連續(xù)復(fù)利么?該怎么計算啊?
01.單選題 收藏 糾錯 Company A can borrow at a fixed rate of 6.0% and a floating rate of LIBOR ＋ 1.0%; but Company A wants to borrow at a floating rate. Company B, which represents a higher credit risk, can borrow at a fixed rate of 8.0% and a floating rate of LIBOR ＋ 2.0%; but Company B wants to borrow at a fixed rate. An investment bank is willing to act as a swap intermediary but will require a net payment of 20 basis points (0.2%) per annum. If the designed swap is equally attractive to both companies, what is Company B’s swap trade with the investment bank; i.e., the swap trade only, not including the underlying borrowing? A Company B pays 5.1% fixed and receives (floating) LIBOR (swap only) B Company B pays 5.6% fixed and receives (floating) LIBOR (swap only) C Company B pays 7.6% fixed and receives (floating) LIBOR (swap only) D Company B pays 8.0% fixed and receives (floating) LIBOR (swap only)， 這道題為啥答案是B，要用6%-0.4%，而不是C，用8%-0.4%？
經(jīng)典題第二題為什么不能直接用Z4×4＋f×1=Z5×5算呢
Short一個期貨是不是進入一個合約，并作為賣方，這樣理解？
老師您好,不明白什么情況下假定是“根據(jù)歐式看漲期權(quán)價格下限公式”，因為題目里沒說是哪一種。還有這道題考察的點具體是什么？謝謝~
如果是4個月的話按三個月計算那應(yīng)該是15.25年吧，為什么說是15.3
用計算器怎么算？我怎么算的是4.0657
老師 其實什么是conversion factor呢
當(dāng)YTM=8%時，要用103塊購買，到期有120塊，當(dāng)YTM=12%時，用更低的價格購買得到同樣的收益，為什么不是YTM>CR更好？
這個題2為什么不對
這個題2為什么不對
covered call為什么會有負(fù)收益，股票的價格都是正的，short call，在執(zhí)行價格前的的價格都是premium+股價，為啥會有負(fù)的，不理解
程寶問答
金程問答