老师你好，384题不理解答案，不知道这种货币汇率类的题怎么做？两个币种的利率应该分别和谁乘在一起？

Exercise 15 题没讲？求解（第108页PPT）

576题，题目不是算var（5%）吗，答案是var(10%)啊

老师 52题 怎么做？ 谢谢

老师 这题是不是应该选A？谢谢

老师您好，请问598题为什么在deep in the money时用delta-normal方法计算VaR准确，那在deep out of the money时呢？

Assume you take a short position in a March T-Bond futures contract and that the settlement price of the cheapest-to-deliver (CTD) bond in March will be 70. Also, assume that the conversion factor is equal to 1.3. You plan on delivering the bond’s coupon payments in May and November. If the accrued interest from November to March is equal to $1,500, what is the invoice price of this bond (face value = 100,000)? Invoice price is: clean price + accrued interest. 解答中0.7是怎么算出来的？ $100,000 × 0.7 × 1.3 + $1,500 = $92,500

note第三本里CTD的例题（116页）。1）为什么discount coupon payment用的是365天不是180天？coupon不是semiannual吗？5^-0.03*(90/365)。2）前面计算today cash price已经加过AI，为什么后面计算quoted future price又要减去AI？3）为什么QFP=96.49/1.1？前面不是已经计算了QFP=cash future price-AI吗？

期权的标的资产有哪些

这道题怎么算都是0 027不知道哪错了