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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;
老师好,请问“In a structural model, the company’s equity has the same payoff as a European call option on the company’s assets.”是什么意思?
已回答老师,请问图片我标注出来的公式是指put option的对冲份数满足(Ns/Np)=delta put,但delta put取值在-1到0,而股票和put的分数均为正值,所以可不可以理解为等式右边是delta put的绝对值? 这样来判断当delta put趋近于1时,Nput变小
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
- 这个1.0028的单位是什么 老师说“每一块钱SF的现值” 如果是*1.12 就是期初先 euro 转 sf 然后 期末再 /1.1 就是 sf 转 euro ?












