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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:2425提问数量:55343
请问怎么区分以下几个概念:(主要是1和3的关系不是很理解) 1. Accrued interest over life of future contracts 2. accrued interest since last coupon payment 3. Accrued interest at futures contract expiration 谢谢
已回答请问一下这道题用反向合约怎么解释? Expected dividend in 15 days is 0.4, 0.4 in 85 days, 0.5 in 175 days, rf=5%, yield curve is flat, no arbitrage forward price for the 100 day forward for a stock currently priced at 30 is 29.6. What's the value of long position in forward after 60 days? 用公式算的话是Vt(long)=(St-PVDt)-(FP/(1+rf)^(T-t)
已回答请问这两个公式 1. Conversion Value=market price of stock x conversion ratio 2. Price of convertible bond=Market conversion Price x conversion ratio 是一样的概念吗?
已解决请老师帮忙分析下这道题的解题思路,不是很理解,题目是Using the information provided in Exhibit 1(图一) and assuming that Bird's interest rate expectation materializes, the year 1 holding period return for the Zero Coupon bond is closest to? 答案在图二
精品问答
- 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?
- 这道题可不可以用算出来的fpa除以0.9算出的价格和125比较,得出的差额是套利的利润?
