投資銀行利益沖突中的buy買入評(píng)級(jí)是什么意思？
老師這地方是不是全寫錯(cuò)了啊。。。本來就不會(huì)，聽暈了（555……）
老師，這個(gè)數(shù)似乎不對(duì)?_?，照這個(gè)式子，答案是，1.75
如果無風(fēng)險(xiǎn)資產(chǎn)和資產(chǎn)組合的相關(guān)系數(shù)為零，那么兩者之間的有效前沿不應(yīng)是曲線嗎？為何是連線？
老師 請(qǐng)問第五題 三天的變化量為什么是8*根3呢？
老師這道題用計(jì)算器具體怎么按能說一下嘛？
老師，為什么主講老師在講解過程中說p=par？p指的是price，也就是未來的每一筆現(xiàn)金的貼現(xiàn)求和。par指的是面值，這兩個(gè)怎么能相等呢？
老師之前有讓把計(jì)算器設(shè)置為小數(shù)點(diǎn)后四位，可是這里很多乘下來的結(jié)果小數(shù)點(diǎn)后前四位都為零，計(jì)算器就顯示0.0000，這 該怎么辦呢？
On a risk-adjusted basis, this portfolio lies on the security market line (SML) 能否解釋一下這句話，謝謝
Wallace, an emerging market bond trader, is holding a 5-year USD Malaysian corporate bond in his book. He is concerned about the risk of his position. Which of the following statements concerning the risk of his position is incorrect? A The corporate bond could be upgraded so that it would have a higher rating than Malaysian sovereign debt, but it is highly unlikely. B Buying protection with a CDS would hedge the corporate bond position against some risks but it would do a poor job of hedging the position if there is a drop in liquidity for emerging market sovereign bonds. C A short position in Ringgits sovereign bond from Malaysia would always help hedge the corporate bond against currency risk if the corporation is an exporter. D A short position in a 5-year US treasury and buying protection on the corporate bond using a CDS would be a better hedge than just buying protection on the corporate bond. 麻煩解釋一下c
德國(guó)金屬公司是因?yàn)槊绹?guó)分公司short一份期限長(zhǎng)的forward，long滾動(dòng)future對(duì)沖，有次遇到價(jià)格下跌，future需要補(bǔ)充保證金，而總公司因?yàn)閒orword的“賺”沒有記在賬上，所以不給錢補(bǔ)充，強(qiáng)制子公司平倉，所以虧損？
為何選項(xiàng)四不行？audit要求有財(cái)務(wù)知識(shí)啊
D選項(xiàng) 為什么投資者對(duì)未來的預(yù)期是一樣的？
note第三本書204頁，例子中的存儲(chǔ)成本貼現(xiàn)時(shí)是不是算錯(cuò)了？書上
題目1，用的是multi factor ？為何實(shí)際收益 _預(yù)期作為 surprise
程寶問答
金程問答