143页的例题,老师是将7%的季度复利转换为连续复利计算再与forward rate8%做差;那可以将forward rate8%转换成季度复利,与7%做差吗?算出来的结果不一致
Financial Markets and Products > Forward and Futures > Forward Market
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143页的例题,FRA的价值是应该折现到t=0,还是折现到t=1?
Financial Markets and Products > Forward and Futures > Forward Market
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请问这道题在计算器中FV代1000还是1050,FV不是终值吗?
Financial Markets and Products
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题目最后的问题: How many simulations would you need to run in order to obtain a 95% confidence interval that is less than 1% of the fair value of the option? 这个问题是什么意思?准确的应该怎么翻译?
Quantitative Analysis > Simulation Methods > Simulation Methods
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过程可以推导一下吗
Quantitative Analysis > Statistics > Sample Moments
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你好,想问下ssr和sse的内容是在哪部分讲了?
Quantitative Analysis > Statistics > Hypothesis Testing
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这题每次做都摸不到头绪,能请老师详细讲解一下吗?
高等数学
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semi annual?
n=2*10 r=2% coupon=4 price 算不出100哎。。
Valuation and Risk Models
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11页中的解题公式中1/(1 0.002/2).............中分子1是否等于题目中100*2%/2=1(coupon)
Financial Markets and Products
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请问用计算器求债券的clean price 应该怎么按。
Financial Markets and Products
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