你好，原版書后題第277第15題，看了答案 也還是不太明白，題目問到，對于長期是持有(LONG)的買入者，當利率和期貨價格是什么關系時，更愿意擁有遠期合同，相比期貨合同，
老師好，基礎班習題集218，不知所云，不明覺厲
怎么理解264的D選項? 對inverse floater不熟悉，講義上沒找到 而且根據(jù)discount factor與spot rate的關系， 當the interest rate increases, the discount factor不是應該下降嗎，解析中怎么是上升?
b為什么不對？
33.考的是什么知識點，解釋下這個知識點，是存貨盤存法里的2種盤存方法，與講義中的三個結論沒有關系是嗎，謝謝
25.題目是什么意思？題目選項翻譯下，還有如何解答？考的是什么知識點，解釋，謝謝
老師，我是1806考試的，想問問記老師視頻中的這個衍生品考點是不是在1806考試中不涉及的？
請問老師，原版書課后題21頁的第5題，答案書的28頁中解法的那幾個lowerlimit，upper limit 下面的幾個數(shù)怎么來的？-9,19？5.45這些？謝謝
原版書147頁43題答案中的66000怎么來的
這里的Mandel是不是寫錯了，case里沒有這個人呢，還是我理解有誤？
老師我補充一下上一道題的提問，I/S和CFF難到?jīng)]有關系嘛？CFF上面實際產生的683就不算進I/S嗎？
reading43 39題 沒有太理解，選B了，考點和思路是什么
接著上一個問題 解釋是: Solution A is correct. Morgan’s recommendations to implement a trade that steepens the yield curve in the midst of the recession is consistent with the economic cycle. The yield curve typically steepens when the economy is in recession. But given that value stocks are likely to outperform growth stocks and that small-cap stocks are likely to outperform large-cap stocks in the immediate aftermath of a recession, Morgan’s recommendation regarding growth equities is less likely to succeed. C is incorrect because large cap stocks tend to outperform going into and during a recession, but small cap stocks tend to outperform coming out of a recession. B is incorrect because yield curves tend to steepen during a recession, so the recommendation to implement a yield curve steepening trade now is consistent with the economic cycle. 請老師解釋下A正確的那一段話, 看不太懂... 謝謝!
老師，security 不是屬于fixed income securities的嗎？
41題，70000怎么來的
金程問答
