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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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An investor has entered into a forward rate agreement where she has contracted to pay a fixed rate of 5 percent on $5,000,000 based on the quarterly rate in three months. If interest rates are compounded quarterly, and the floating rate is 2.5 percent in three months, what is the payoff at the end of the sixth month? The investor will: 请问老师,这道题最后说的是6个月的,为什么不是乘以6/12而是乘以3/12呢?
查看试题 已回答Assume that in a particular multiple regression model, it is determined that the error terms are uncorrelated with each other. Which of the following statements is most accurate? A. Serial correlation may be present in this multiple regression model, and can be confirmed only through a Durbin -Watson test. B. Multicollinearity exists in this multiple regression model, and can be corrected through the addition of a correlated variable. C. This model is in accordance with the basic assumptions of multiple regression analysis because the errors are not serially correlated. D. Unconditional heteroskedasticity present in this model should not pose a problem, but can be corrected by using robust standard errors. 老师您好!请问A选项中的serial correlation指的到底是Yt越Yt-i之间相关,还是et与et-i之间相关?在课程中老师说指的是后者,这道题的解析里,老师说是前者。能否明确一下哪一个是对的? 还有D选项中,Conditional和Unconditional分别会对模型产生什么影响? 谢谢老师!
查看试题 已回答老师您好! 我想问一下,关于第一个人的说法,检验统计量(t-statistics or z-statistics)下面除以的东西应该是标准误,也就是σ/√n或者是s/√n,并不是标准差。为什么第一个人的说法是正确的? 谢谢老师。
查看试题 已回答精品问答
- 为什么这里横纵坐标相加不等于1
- PCA解释因子的计算是什么公式?P C有什么性质可以详细解释一下吗?
- 这题没懂,涉及的知识点能给详细、系统的讲解一下吗
- 可以详细解释一下多德弗兰克法案是什么内容吗?具体是在哪一章什么知识点涉及的呢?
- 老师 第52题不太懂lending rate 和borrowing rate 以及A和B两个选项
- 我怎么感觉这题不太对呢。特别是C/D两个,都是需要股价上去才可能有利,所以逻辑是一样啊,都是做高业绩,但是C反正都遥遥无期,动力没那么足吧。B现在是平值,就差那一把火就能盈利了所以应该最要努力把业绩做起来吧?A也是,你既然都深度实值了,赶紧卖了得了,还做什么风险管理。这题我都不懂
- Bsm模型中,N(d2)代表行权概率,N(d1)代表什么概率?
- 直接看选项吧,B选项错在哪里?
