百题最后一大章节 页码P49-54
公式AE = OS + α*COM
图中对α的解释是: "the fraction of committed funds frawn down given default"
是不是写反了, 应该是uncommitted?
谢谢老师!
已解决
A distribution of asset returns that has a significantly higher probability of obtaining large losses is described as:
A
Thin tailed
B
Asymmetrical
C
Fat tailed
D
Symmetrical
老师好,这道题是不是应该选择B啊?
请问老师:
currency swap中:receive euro coupon,pay yen coupon。老师说相当于long euro bond,short yen bond。
我的理解为:long是约定未来以一定的价格买入,如果long euro,也就是说未来以一定的价格买入euro,这不就是要支付euro吗?