老师你好，384题不理解答案，不知道这种货币汇率类的题怎么做？两个币种的利率应该分别和谁乘在一起？

Exercise 15 题没讲？求解（第108页PPT）

想请问一下老师，题目中的执行价格的用处是什么。老师讲题时好像也没提及执行价格。老师可以图解一下答案吗，还是没听明白

老师，91题C选项适用于所有option吗？

576题，题目不是算var（5%）吗，答案是var(10%)啊

老师，请问67题，AD选项

老师 52题 怎么做？ 谢谢

老师 这题是不是应该选A？谢谢

老师您好，请问598题为什么在deep in the money时用delta-normal方法计算VaR准确，那在deep out of the money时呢？

Assume you take a short position in a March T-Bond futures contract and that the settlement price of the cheapest-to-deliver (CTD) bond in March will be 70. Also, assume that the conversion factor is equal to 1.3. You plan on delivering the bond’s coupon payments in May and November. If the accrued interest from November to March is equal to $1,500, what is the invoice price of this bond (face value = 100,000)? Invoice price is: clean price + accrued interest. 解答中0.7是怎么算出来的？ $100,000 × 0.7 × 1.3 + $1,500 = $92,500