金程問(wèn)答
輸入的I/Y都是半年的，輸出的I/Y都是一年的嘛
老師可以解釋一下這一題嗎？我計(jì)不到答案出來(lái)
7300乘以1.221的平方是10883啊跟答案不一樣
這道題啥意思
discount債券 t臨近 價(jià)格上升 那么ytm怎么變呢
D選項(xiàng)怎么解釋
老師，為什么久期越大，債券凸性越大？
par rate 是spot rate嗎？
那如果這套題求的是es，就是右邊最小的三個(gè)數(shù)求平均么？
為什么用AB構(gòu)造組合，不是AC或BC
老師，為啥不能用標(biāo)準(zhǔn)差的資產(chǎn)組合公式？
我也是0.1422和0.0149，但是查表是0.575和0.5116
精 Suppose that a bank has a portfolio with 10,000 loans, and each loan is EUR 1 million and has a 0.5% PD in a year. Also assume that the recovery rate is 30% and correlation between losses is 0.2. Calculate the standard deviation of the loss from the loan portfolio and the standard deviation of the loss as a percentage of its size.
為什么價(jià)值不是350呢？
我中行的，通過(guò)中行定制版聽(tīng)課，可是講義無(wú)法下載，請(qǐng)問(wèn)如何獲取講義？
程寶問(wèn)答
