這題有視頻解答嗎?
D選項(xiàng),Partial autocorrelations和White noise有啥關(guān)系嗎?
沒懂 這塊
那bsm能給什么定價(jià)呢
A是啥意思,沒太懂
沒太明白這道題的講解
養(yǎng)老基金負(fù)債為什么也是或有索賠?
老師,這里面IR/TEV,相當(dāng)于tracking error除以TEV的平方么?就是說IR本身就含有1個(gè)TEV,這里再除1個(gè)TEV么
圖一是一道題,圖二圖三是一道題。 關(guān)于OC trigger,excess spread超出trigger的部分給OC賬戶還是給equity?是如何分配的?兩個(gè)題目講的不一樣?。?
課件里risk neutral 考慮了當(dāng)前市場,包括風(fēng)險(xiǎn)補(bǔ)償,老師講B選項(xiàng)又說是風(fēng)險(xiǎn)中性,該如何理解?我蒙了
題干中的 credit spread和historical data 是不是對(duì)應(yīng) risk neutral和realword
前面有一題,說Foreign currency defaults result from a lack of ability to print money in that currency, while local currency defaults are caused by a loss of power in printing currency or a deliberate trade-off between default and currency debasement.是對(duì)的,這里也說Local currency defaults can occur even when countries can print more local currency, while foreign currency defaults are primarily driven by deliberate trade-offs between default and currency debasement.是對(duì)的。也就是deliberate trade-offs between default and currency debasement是適用于本幣也適用于外幣? 另,該題的A選項(xiàng)前半句,對(duì)應(yīng)上一題的答案“外幣違約result from a lack of ability to print money”,那這里說“Foreign currency defaults typically occur due to constraints on printing currency”應(yīng)該也對(duì)?
這題障礙期權(quán)的執(zhí)行價(jià)格是95,能直接用買賣權(quán)平價(jià)公司嗎?
為什么美式期權(quán)的期限越長,價(jià)格就越高?如何理解期限越長,可選擇的余地就越多,價(jià)格就越高這句話?這是推導(dǎo)出來的嗎?
如何理解此處的杠桿?可以舉個(gè)例子嗎?這個(gè)杠桿率這個(gè)指標(biāo)有聯(lián)系嗎?
程寶問答