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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:2357提问数量:54230

老师您好,请问原版书习题R30的第49题具体解释?谢谢

已回答

这是什么题型啊 老师 会考吗 我怕是学了个假的CFA 13题是考啥

已回答

求问43题和47题? 43 的equity的不同年份的起始计算麻烦详细解答!谢谢老师

已解决

请问这道题,如果题干中是折价的或者溢价分,当D从HTM转成AFS时,答案分别是怎么样的,也就是说,对于折价或者溢价来说,不同的分类方式对interest income的大小有什么影响?

已回答

老师,您好,请详细解释一下原版书课后题Reading43的第19题,答案理解的不是很透彻,谢谢~

已回答

老师您好,请您看一下原版书第17章的课后题第八题。 我的问题是在国际准则下,您看第一张图片是原版书上写的。进入利润表的应该是net之后的净资产或者净负债再乘以折现率吗? 但是为什么这道题目在计算tppc的时候,他只算了利息费用,没有算利息收入呢? 谢谢

已解决

bond value 和bond price 的区别是什么?

已回答

刚刚字数满了, 问题是: 利用利率平价, 我觉得他说反了呀~

已解决

Sheroda is considering international securities but does not want to be exposed to foreign currency risk. She asks Parisi if there are derivative contracts to address this risk. Parisi comments, “there is a large market for foreign exchange forward contracts that are used to hedge this risk. Let’s assume you want to hedge a EUR investment back to USD. The carry adjustment in a currency derivative contract is very similar to other carry models such as equity derivatives. In this case, if the USD/EUR forward exchange rate is higher than the current spot rate, then the Eurozone interest rate must be lower than the US interest rate.” Is Parisi most likely correct regarding his comments on foreign exchange contracts? Yes. No, he is incorrect regarding the lower interest rate. No, he is incorrect regarding carry models. A is correct. Parisi is correct with regard to both the carry adjustment in FX forward contracts and that the Eurozone interest rate must be lower than the US interest ra

已解决

A is correct. For an insurance policy, the amount of the loss that the insured is willing to bear is known as the deductible. For a protective put option, this amount is equivalent to the difference between the stock price and the put exercise price. Bochanski’s statement relates to the deductible. B is incorrect because a protective put’s time value and an insurance policy’s premium are considered to be equivalent. Neither of these are related to the protective put/insurance policy deductible. C is incorrect because a protective put’s stock volatility is analogous to the likelihood of loss for an insurance policy. A protective put’s time until expiration is analogous to the term of an insurance policy. None of these are related to the protective put/insurance policy deductible. A我懂, 但是B, C请老师分别解释下, 感谢!~

已回答

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