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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:55660
老师,我有个问题,因为par rate=ytm=coupon,而swap rate=coupon rate=par rate,但是对于零息债券ytm = spot rate,但是对于零息债券,spot rate 与PR CR swap rate相等吗?我计算的时候发现不相等哎……是有些公式相等条件分 附息债和零息债券吗?
老师好,想确认一下,原版书中例题3 all-in bid rate for delivery of GBP against the CHF中,GBP against the CHF是指CHF/GBP对吗,against后面的不是在"/"后面。。。? 另外all-in有什么含义吗,还有不all-in的bid rate吗?谢谢
已回答老师好,第三题的解析没说清楚,原文说using Brecksen's old research reports as a guide for format ,并没提到参考BRECKSEN的研究方法,所以我认为直接去掉会影响报告的Basis,我认为应该选B
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











