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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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老师,请教,我在练习册上看到这么一种算法,不知道是否可行?关于储存成本,每个月0.0042,一年就是0.0042*12=0.0504,那么储存成本率就是0.0504/0.7409=6.8%, 再求F=0.7409e(5%+6.8%)*0.25=0.76308,与老师讲解的方法结果接近,不知道这种算法是否合理,如果合理,觉得比储存成本折现简单一些
查看试题 已回答A risk analyst observes that an emerging market stock index has hit a new all-time high with a value of 10,000, measured in the emerging market’s currency. The analyst suggests buying futures on the index as a hedge on the firm’s short exposure to this market. 这个对冲策略是不是说已经有一个short头寸,担心价格上升,就要long一个期货?
查看试题 已回答If the yield on bonds comparable to the XYZ bond decreases sharply, the XYZ bonds will most likely exhibit。。。。。这里的yield on bonds的 bonds指的是啥
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