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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;
请问CFA二级百题班,衍生品289页,CASE4,EXHIBIT1中画圈部分的Up move on stock(per 30-day period)12%和Down move on stock(per 30-day period)4%是怎么年化为1.12和0.96的?
Messer answers, “We use the BSM model to calculate estimates on a wide array of comparative option variables, such as how much the option value will change for a change in a particular parameter. For example, we can estimate how the rate of change of an option price speeds up or slows down for a given change in the price of the underlying index.” 老师这段话,不是说股价变化导致期权变化吗?所以是描述delta 但答案是gamm
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?
- BG检验就是T检验吗?如果理解错误的话 T检验是什么?
- 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?
- 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?











