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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;
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“Delta measures the sensitivity of an option to the price of the underlying security and ranges from –0.5 to +0.5. Gamma is a second-order effect that measures the sensitivity of delta to price changes in the underlying. Vega is a first-order effect that measures the change in an option’s volatility relative to the change in price of the underlying.” Q. Which option sensitivity measure does Woolridge most accurately describe? Vega Delta Gamma 请老师讲解一下,答案我错选了vega
已解决“Scenario analysis complements VaR because it can better account for market liquidity. A limitation of scenario analysis, however, is that it has a greater reliance on historical market data than does VaR.”这句话是题干。 Q. Are Lee’s comments regarding scenario analysis most likely correct? No, with regard to market liquidity No, with regard to historical data Yes 答案选第二个,这个可以理解,因为场景分析有历史分析和家乡分析,但是A选项关于市场流动性的表达为啥是正确的请解答。
已解决精品问答
- 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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 请老师讲解一下这个题目








