怎么理解the most likely explanation for "fat tail " is that the second moment or volatility is time varying for the unconditional distribution.
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为什么stack hedge is less effective than a strip hedge if the yield curve undergoes any other move than a parallel shift ?
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79题D选项频繁更新评级，为什么不对
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17题还是不懂老师说的pay的减received的减#*25
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这道题不懂，尤其是为什么c-p等于forward,谢谢
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我不能理解答案里说为了比较这些skewed的tails需要考虑skewness和kurtosis，和kurtosis有什么关系？
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