
-
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;
老师您能不能帮我分别解释callable bond和putable bond还有convertible bond的,one side down duration 和one side up duration的比较?
已解决老师您能不能帮我分别解释callable bond和putable bond还有convertible bond的,one side down duration 和one side up duration的比较?
已回答Q. Which of the following would Messer most likely conclude from the implied volatility data in Exhibit 2 if he excludes the effects of moneyness and time to expiration? Using out-of-the-money options to hedge is more expensive than establishing a long position with out-of-the-money options. Using out-of-the-money options to establish a long position is more expensive than establishing a short position using out-of-the-money options. Using out-of-the-money options to establish either long or short positions is more expensive than using at-the-money options. mockBmorning卷48题,请老师讲解下,没有思路。
reading36最后一个case的第33题,老师的讲解没有听懂。预期的股利是0.7,那threshold dividend 0.5是什么股利?conversion price是在合约里就签订好了的啊,还能调整?还是这里的conversion price实际上是market conversion price?
Q. Assuming rates change as described by Akron and based on Exhibit 3, the impact on the portfolio as outlined in Module 6 would be most likely be a loss in value from changes in: level and a loss from changes in steepness. level and a gain from changes in steepness. steepness and a gain from changes in curvature. 老师讲解下这道题怎么做,题干信息在截图,没有做题思路。
精品问答
- Q6,为啥要少抽失败的,少抽不就不能真实反应情况了吗?
- Q3:解析里面Team Purple’s conclusion (the externalities associated with human capital is the most important determinant in predicting the occurence of convergence) implies that the production function is a straight line, and is compatible with non-convergence.这段话中 externalities associated with human capital具体是什么?怎么得到the production function is a straight line这个结论呢?
- 这题为什么是选C?
- 老师,第二题可以在解释一下原理吗?
- 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?
- 为啥accrued interest over contract life是0?
- 老師您好,Q1關於future price不太理解
- BG检验就是T检验吗?如果理解错误的话 T检验是什么?









