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FRM一级

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;

专场人数:3312提问数量:62101

为什么clean price是这么算的?

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Payoff 与计算valuation of FRA 有什么区别

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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?

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为什么是66%,没看懂解析

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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!

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Preservation of Confidentiality applies to the information that an analyst learns from:

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Sum of Squared Regression这个不是应该简称(RSS)或(ESS)吗?

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老师好,这个题目中,公式的最后没有乘 e^(-Rt),是因为题目没说continues compounding吗?谢谢老师。

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这题应该105.29吧 。是不是选项打错了呢

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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。

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