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讲义P198里的这句话是什么意思? The extent of prepayment risk protection provided by a support tranche increase as its par value increases relative to its associated PAC tranche.
已回答24分30秒这里,从时间点4折现到时间点0,是四个季度,也就是正好一年。为什么不能直接除以(1+6%),仍然要用有效年利率(1+6%/4)^4? 如果前面4期计了股息分红那我理解,但是现在没计过,也要使用EAR吗?
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









