时间序列&自回归，AR MA ARMA 模型听的不是很懂， 这些知识在考试中占比如何？ 需要自己看书深入理解吗？ 还是记得结论就好？

请问什么是Zero-sum game

就是有关低估和高估的问题，是理论算出来的值作为基准还是市场实际的值作为基准来评定高估或低估？

这一章的五道题涉及的内容课程中都没有。。。。 是超纲了，还是以后会学到？

这个考点超纲了吗？课程中没有讲到

covariance stationarity 是不要求自相关性吗？ 是可以这么理解吗， covariance stationarity的特征就是 mean and covariance to be stable and finite over time. 而white noise 必须 no serial correlation.

选项b收益率和价格的这个关系，老师没太明白。

老师您好，这道习题中，讲解老师标明的1和2并不是同一个公司，可以这样做么？我的理解是，gama公司买入固定利息债券，也就是收到了固定利息，怕利率上涨，所以，要做互换，应该支出固定利息，收浮动。请老师给解释一下，谢谢您

什么是Bootstrapping？

Wallace, an emerging market bond trader, is holding a 5-year USD Malaysian corporate bond in his book. He is concerned about the risk of his position. Which of the following statements concerning the risk of his position is incorrect? A The corporate bond could be upgraded so that it would have a higher rating than Malaysian sovereign debt, but it is highly unlikely. B Buying protection with a CDS would hedge the corporate bond position against some risks but it would do a poor job of hedging the position if there is a drop in liquidity for emerging market sovereign bonds. C A short position in Ringgits sovereign bond from Malaysia would always help hedge the corporate bond against currency risk if the corporation is an exporter. D A short position in a 5-year US treasury and buying protection on the corporate bond using a CDS would be a better hedge than just buying protection on the corporate bond. 麻烦解释一下c