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FRM一级
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老师可以解释一下说句话的意思吗? Deterministic drift(scaling with time) plus stochastic(volatility scaling with square root of time)
已回答Consider a 7% semiannual coupon bond with a par value of $100 and four remaining coupons, which is trading at a yield of 8%. There are 90 days remaining in the current period that has a total of 180 days. The accrued coupon of this bond is closest to: A 1.59 B 1.88 C 2.18 D 2.57 怎么算出答案B的,不是1.75吗? 谢谢
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