-
CFA问答
CFA问答包含CFA在线课程、CFA通关课程、CFA试题等所有CFA相关问题，每个问题老师均会在24小时内给出答疑回复哦！
专场人数：0提问数量：0
老师您好，这是百题的题，我想问一下这里我分析出来了the EURO is expected to depreciate by 0.75% by interest rate parity. and Delta's strategists believe that the euro will depreciate by only 0.35%. EURO不是我的本币吗，我不应该站在EURO分析吗？我肯定不想用forwards,因为用了forwards，我的本币会贬得更多。 可是答案是站在外币的角度考虑，认为外币会升值更多，所以要用forwards,这怎么回事呢？谢谢
老师您好，这是百题的题。 我想问一下为什么cash flow matching requires a conservative rate-of-return assumption? 什么是conservative rate of return assumption. 另外什么是cash balance， 为什么cash flow matching的cash balance may be substantial 呢? 谢谢
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？
- Effective duration和Effective convexiy的公式为什么不用modified duration和convexity的原本公式，而是和他们的近似的久期和突性的公式一致？
- Risk Budget and risk parity 第二道思考题，里面的Variance是不是完全是个冗余信息，给来误导的呀？
- liability relatibe asset allocation这三种方式的区别是什么呀 怎么区分
- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- 为什么长期垄断竞争中 D和ATC相切
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- m上升 EAR为什么上升 以及为什么又不变
