整个组合的DV01为正即敞口为正是什么含义,这里的敞口是什么意思呢?敞口为正,则表示的是利率与价格反向怎么理解?为负又是怎样呢?
Swaps
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老师提到的应试技巧是什么?没听懂?5个键?
Financial Markets and Products
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老师,我计算出来没找到答案 ,p=(e^-(3%-2%)*1-d)/(u-d)=(0.99-0.97)/(1.03-0.97)=0.02/0.06=33%
Introduction of Binomial Model
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老师,答案D中的disclosure是披露,不是敞口的意思吗,我是指资金的敞口。
Disadvantages&Advantages of Hedging Risk 、Credit Risk Transfer Mechanisms
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一般在题目中,如果判断是求pv还是fv,一般题目给的100, 1000这样的,都是fv,对吗?
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老师,这题是不是information ratio 和sharp ratio都可以选的?
Jensen’s Alpha, Information Ratio and Risk-Adjusted Performance
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cov怎么求我还是不知道
Capital Asset Pricing Model
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老师,如果我用计算器直接算出总pv,根据Mac D的定义去除以1300然后乘三,能得到A但是算的是Mac D啊,为什么会得到答案,再用算得的值除以1+y就没有答案了
Modified Duration & Dollar Duration
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According to the lecture, the loan default can be minimized by charging more transaction fee or other fees, so I think the answer should be neither.
The Basis Concepts, Process and Challenges in Risk Management
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It is hard for me to make a choice among the selections, since in the lecture, the defination of risk is expected loss, and can be measured, in stead of unexpected loss.
The Basis Concepts, Process and Challenges in Risk Management
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