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CFA二级
包含CFA二级传统在线课程、通关课程及试题相关提问答疑;
专场人数:2443提问数量:55528
Statement 1 An increase in the PVDBO will result in an actuarial loss for the company. Statement 2 The PVDBO measures the present value of future benefits earned by plan participants and includes plan assets. Statement 3 The company should use the expected long-term rate of return on plan assets as the discount rate to calculate the PVDBO.,老师statement1逻辑不是反了吗,应该是精算假设改变导致PBO增长吧
查看试题 已回答为什么zero coupon bond的风险敞口越早期越小呢?是因为货币的时间价值吗? 比如B1到第五期回归面值,但因为是zero coupon,所以是折价发行的,在4时间点以前不值100块钱.
“If an omitted variable is correlated with variables already included in the model, coefficient estimates will be biased and inconsistent and standard errors will also be inconsistent.“课后题22的statement我看有些老师解释的是”如果遗漏了重要变量的话,那么误差项就会包含那个自变量的相关信息,因为原本属于那个遗漏变量的解释力度现在被夹杂到误差中了,那么误差项就会与自变量相关“说误差与自变量相关是说的和遗漏的自变量相关吧,这个statement说的可是与已经在模型里的自变量相关,这不是一个意思吧?
已回答精品问答
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 这题为什么是选C?
- 请老师讲解一下这个题目
- 老师,第二题可以在解释一下原理吗?
- 老师,第三题答案的意思是:1.因为宽松的货币政策,导致加元利率下跌,导致加元贬值?2.但是,如果利率下跌,也就是分母上的百分比下降,不是会导致价格上升吗?。3.从而短期看是depreciation,但是长期来看,会回归到均值,所以是appreciation?
- CDS的long和short是不是反过来的?就是long CDS代表看涨目标公司credit,所以是卖出一份CDS合约?
- 很迷惑到底是long call+ short stock还是long stock+short call构建无风险资产
- 为啥accrued interest over contract life是0?







