金程問(wèn)答u+Z*sigma 這里的u 和sigama不是說(shuō)是需要百分號(hào)的嗎?為啥不除以mid-price 54再使用
bid-ask spread就是offer-bid嗎
老師好,infrequent sampling bias, survivorship bias和selection/reporting bias到底有什么區(qū)別呢?這塊分不清,怎么記憶呢,謝謝。
老師好,選項(xiàng)c怎么理解?具體怎么操作呢?謝謝
老師好,請(qǐng)問(wèn)B. Many of a dealer bank’s prime brokerage clients sell securities in order to increase their cash balance.的意思是brokerage投資者把他們的證券賣了目的是在交易商銀行存錢嗎?謝謝
這個(gè)沒學(xué)過(guò),是考點(diǎn)嗎?
老師好,所以幸存者偏差到底會(huì)不會(huì)使σ↓呢?謝謝
C為什么不對(duì)
老師好,請(qǐng)問(wèn)capacity ratio和loan commitments ratio有什么區(qū)別呢?謝謝
老師好,請(qǐng)問(wèn)這個(gè)應(yīng)計(jì)利息是0~3時(shí)段的還是3~6時(shí)段的?怎么理解呢?謝謝
不是只有3個(gè)bias嗎?這個(gè)measurement bias能否解釋一下?
老師好,請(qǐng)問(wèn)保證金那額外的100*50%哪去了呢?這兩句話沒有理解。Assume Lever Brothers finances a long position in $100 worth of an equity at the Reg T margin requirement of 50%. It invests $50 of its own funds and borrows $50 from the broker. Immediately following the trade, its margin account has $50 in equity and a $50 loan from the broker (The broker retains custody of the stock as collateral for the loan). 能解釋下這個(gè)變動(dòng)產(chǎn)生的現(xiàn)金變動(dòng)的邏輯嗎?謝謝
老師好, 如果新借入的debt的成本變化了,需要算一個(gè)加權(quán)平均成本cost of debt嗎?有沒有這種例題呢?謝謝
老師好,請(qǐng)問(wèn)這里的buffer是指liquid asset-?嗎?不應(yīng)該只是變動(dòng)量?嗎,不理解為什么要用1billion減去變動(dòng)量,謝謝
turnover bias是描述什么的呢?
程寶問(wèn)答