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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:2462提问数量:55652
t statistic 要大于critical value这个coefficient 才有效吗?我们学的时候好像没有这个说法,multiple linear regression和time series analysis 不都是直接拿来用的吗
查看试题 已解决mock1中,the client's portfolio contains a bond with a par value of 10 million Bahraini dinar (BHD) and an annual interest rate of 5%, paid semi-annually. Based on current market conditions, Hassan would like to increase the client's equity exposure, but prefers not to sell this bond. Ahmed suggests establishing an equity swap that would allow the client to increase equity exposure without selling the bond. Hassan sets up an equity return for fixed payment equity swap for the client with a BHD 10 million notional value and semi-annual payments. The first semi-annual period after setting up the equity swap, the underlying unannualized equity performance was –2.3% and the present value of all remaining fixed cash flows after this first payment are equal to BHD 11,187,500. 求The fair value (in BHD) of the equity swap immediately after the first semi-annual payment is closest to:–1,417,500. 能解释一下为什么这么计算么
已回答mock1里,这道题为什么是用第三种情况,公司剩余收益逐年降为平均水平的公式来计算的?题目中没有具体提到这一点。问题是:Based on the information given, Parker should conclude that Company D’s share is: overvalued
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?







