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CFA二级

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:2415提问数量:55163

realized return韩老师说是年化的。课后题答案却是非年化

已回答

题干见图片 Q. Based on Quantum’s economic forecast and the data in Exhibit 1, which bond is Coombs most likely to recommend as the short position for the hedge fund? Bond 3 Bond 1 Bond 2 请老师比较下bong1和2,我没有明确的判断出选择项,这两个比较有的指标好有的指标差。

已解决

这道题不明白怎么做 这是衍生品测验题第一大题的第七小题

已回答

mark-to-market value 里面的r 为什么是标价货币的利率?远期汇率定价公式里是(基础货币拆解利率-标价货币拆解利率)

已回答

A macro topic for this week’s fixed-income committee is the possibility that the US Federal Reserve Board (Fed) will raise the federal funds rate (FFR) 25 bps at their next meeting. Quantum’s committee believes that the Fed is likely to hold off raising the FFR for at least six months because of weak economic data, and that weakness will be seen in the upcoming payroll numbers. Quantum expects the monthly non-farm payroll report to show that the US labor market added only 90,000 jobs this month, roughly in line with consensus expectations. The committee is debating what will happen to the short end of the US yield curve (and what will happen subsequently to short-dated bond prices) if the payroll report comes in at the level they expect. 题干部分如上,题目如下 Q. Which of the following is the most likely impact on short-term bond prices if Quantum’s expectations regarding the payroll report are correct? No change Fall Rise 这题我选的是fall,但是答案是no change哎,请老师解答,不太懂经济下行期为啥不是fall

已解决

老师,weighting里面所说的1-2个case 是指单场(上午或者下午)还是全部(上午和下午)?

已回答

老师您好! 在数学角度上来看,RSS+SSE是不等于SST的啊,为什么在计算决定系数的时候貌似认为RSS+SSE=SST。 谢谢解答!

已回答

老师好,fintech和machine learning的干货,知识框架有嘛?我课也听了 ppt也打印了 题也做了 (虽然基本都蒙对了) 但是依然不知道要记什么?

已解决

老师好 为什么先用DF检验再用DF-EG检验呢?前一个是干什么用的 后一个是干什么用的?

已解决

老师好……这块没听懂…… 它到底要用谁解释谁?到底能不能用Xt解释Yt啊…… 为什么那两个不能解释yt……好乱

已解决

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