老师你好，我没明白本题2年和3年的swap rate到底指的是什么？？高云老师说的fixed=floating是什么意思？？

担心r下降，对冲用long还是short?

老师 请帮忙解释一下296题呗 谢谢

老师你好，麻烦帮忙解释下这道题

Bonds issued by XYZ Corp. are currently callable at par value and trade close to par. The bonds mature in 8 years and have a coupon of 8%. The yield on the XYZ bonds is 175 basis points over 8-year US Treasury securities, and the Treasury spot yield curve has a normal, rising shape. If the yield on bonds comparable to XYZ bond decreases sharply, the XYZ bonds will most likely exhibit: A. Negative convexity B. Increasing modified duration C. Increasing effective duration D. Positive convexity

百题第38题，这题答案感觉是错的，怎么能forecast减actual呢，疑惑

老师可以帮我写一下75题计算器计算的其他四个数值吗。我怎么算也算不出答案来

操作风险的var和信用风险的var怎么计算

这题为啥不能用poisson分布的公式做？

这道题不是四个月的期权吗？怎么折现的时候变成三个月了？