
-
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!
“Delta measures the sensitivity of an option to the price of the underlying security and ranges from –0.5 to +0.5. Gamma is a second-order effect that measures the sensitivity of delta to price changes in the underlying. Vega is a first-order effect that measures the change in an option’s volatility relative to the change in price of the underlying.” Q. Which option sensitivity measure does Woolridge most accurately describe? Vega Delta Gamma 请老师讲解一下,答案我错选了vega
已解决“Scenario analysis complements VaR because it can better account for market liquidity. A limitation of scenario analysis, however, is that it has a greater reliance on historical market data than does VaR.”这句话是题干。 Q. Are Lee’s comments regarding scenario analysis most likely correct? No, with regard to market liquidity No, with regard to historical data Yes 答案选第二个,这个可以理解,因为场景分析有历史分析和家乡分析,但是A选项关于市场流动性的表达为啥是正确的请解答。
已解决精品问答
- Q6,为啥要少抽失败的,少抽不就不能真实反应情况了吗?
- 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?
- 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?
- 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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 为什么TC 的切点对应是AVC的最低点?
- 老师,给最新的信息更高权重为什么不是availability bias呢?
- BG检验就是T检验吗?如果理解错误的话 T检验是什么?








