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FRM一级

FRM一级

包含FRM一级传统在线课程、通关课程及试题相关提问答疑;

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答案说可以把可转债看成买多普通债券和看涨期权,但题目说到期时必须转换,那不应该看作买普通债券和买多期货更合适吗?

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这个题里的P是多少?为什么分子是3,而不是3%?

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如何理解红线句子?

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允许变量间存在线性关系不就导致多重共线性吗? 而且如果允许coefficient间存在线性关系,那么b1=5b2的话,y=b0+b1x1+b2x2不就等于y=b0+5b2x1+b2x2,这样x1和x2不就可以合并成同一个independent variable了吗?

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你好,这道题我还去有些不理解,不知道为什么k是120?谢谢

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请问443的公式是怎么来的

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老师您好!视频中找出30个数据中的90%的VaR值到底应该是第几个?怎么和基础班老师讲的不一样?基础班说30*10%=3,找第四个损失,怎么这里变成找第三个了?

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In commodity markets, the complex relationships between spot and forward prices are embodied in the commodity price curve. Which of the following statements is true? A In a contango market, the discount in forward prices relative to the spot price represents a positive yield for the commodity supplier. B In a contango market, the discount in forward prices relative to the spot price represents a positive yield for the commodity consumer. C In a backwardation market, the discount in forward prices relative to the spot price represents a positive yield for the commodity supplier. D In a backwardation market, the discount in forward prices relative to the spot price represents a positive yield for the commodity consumer. 老师您好!对于便利收益、租金、红利都是对于消费者的好处吗?那持有成本是对于消费者的坏处?

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All of the following are steps used in applying a Monte Carlo simulation model for valuing a mortgage-backed security (MBS) EXCEPT: A input potential interest rate paths. B stipulate the number of paths the analyst is willing accept. C use the Treasury yield curve for rates. D use an assumed level of interest volatility. 老师您好!为什么决定模拟次数不是蒙特卡罗模拟的步骤?最终得到的结果是价格的一个分布,那么模拟1000次还是10000次来得到最终的统计应该是很重要的,为什么他不是步骤之一?

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老师,这道题ABCD能帮忙分别解析一下吗?谢谢老师

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