金程問(wèn)答
老師 這道題考的知識(shí)點(diǎn)在哪 什么意思
老師 什么時(shí)候用e那個(gè)公式來(lái)折現(xiàn) 什么時(shí)候用單利折現(xiàn)
想問(wèn)一下前一段的應(yīng)計(jì)利息是應(yīng)該攤到持有的每一天還是比如說(shuō)我半年付息就是用攤到前半年？如果計(jì)算到前半年，那我后半年的應(yīng)計(jì)利息不是只需要貼現(xiàn)到半年的那個(gè)時(shí)間節(jié)點(diǎn)，不需要貼現(xiàn)到0時(shí)刻？
25題 2.44和0.38怎么來(lái)的？
謝謝老師，pie12這個(gè)題目我明白了。
請(qǐng)問(wèn)老師這里pie12為什么不等于Pie1*Pie2
請(qǐng)問(wèn)老師最后一列方差是如何得出
右上角的swap price=(6%-5%）/2 *1 million?是這么計(jì)算的嗎？去年12月考試的網(wǎng)課講這道題的時(shí)候，沒(méi)有除以2。
原版書(shū)31頁(yè) If one argues that financial markets are not perfect, then the firm may gain some advantage from hedging its balance sheet. It may have a tax advantage, benefit from economies of scale, or have access to better information about a market than investors. 這些不太懂，資產(chǎn)負(fù)債表對(duì)沖是怎么給公司帶來(lái)利益的呢？老師可不可以簡(jiǎn)單解釋一下原理或者舉個(gè)例子幫助學(xué)生理解一下
原版書(shū)31頁(yè)，這段沒(méi)有懂，為什么說(shuō)沒(méi)有人會(huì)在交易中損失？為什么零和游戲成了公平游戲？所謂的完美市場(chǎng)到底是什么含義呢？
老師您好，原版書(shū)中16/17頁(yè)，遇到一些段落不知該如何理解，煩請(qǐng)老師講一下其中的一些要領(lǐng) 1 But in complex portfolios of interest-rate sensitive assets, many different kinds of exposure can arise from differences in the maturities and reset dates of instruments and cash flows that are assetlike (i.e? ′longs′) and those that are liability-like (i.e., “shorts”). 2 In particular, “curve” risk can arise in portfolios in which long and short positions of different maturities are effectively hedged against a parallel shift in yields, but not against a change in the shape of the yield curve. 3 Default risk corresponds to the debtor′s incapacity or refusal to meet his/her debt obligations, whether interest or principal payments on the loan contracted, by more than a reasonable relief period from the due date, which is usually 60 days in the banking industry.
求問(wèn)218題的思路
請(qǐng)問(wèn)這里樣本數(shù)量只有6,為什么可以用t分布呢
求解這道題目？H0應(yīng)該怎么表達(dá)？
這道題沒(méi)說(shuō)當(dāng)前是什么時(shí)間，不知道這個(gè)應(yīng)計(jì)利息是從幾月到幾月的？
程寶問(wèn)答
