王同学2018-05-20 15:03:29

老师 我对模考一中的固收题53、54有疑问： 53.“for the4-year bond you evaluated earlier, you would need to calculate its value for 24 or 16 different paths"这句话怎么理解？算number of path的时候， 题目怎么问是2的（n-1）次方， 什么时候是2的N次方？/还有A选项为什么错了？因为在算利率二叉树的时候概率都是50%， 所以可以说是average of the values across all paths? 54.difference 3我觉得也是错的啊， “whereas the binomial tree approach values the security across all possible interest rate paths on the tree", Monte Carlo approach randomly simulates a fixed number of interest rate paths"这里是不是把两个概念说反了啊 谢谢老师