天堂之歌

听歌而来,送我踏青云〜

您现在的坐在位置:首页>智汇问答>FRM问答

曹同学2022-11-22 16:49:46

61 单选题 标记收藏纠错 ABC, an automobile parts supplier, has made an offer to acquire EFG, creator of software for airline industry. The offer is to pay EFG’s shareholders the current market value of their stock in ABC’ stock. Both companies believe there will be synergies from this acquisition. Mikey, CRO of ABC, pointed that the liquidity of the market maybe but not necessarily extremely worsen in the near future though the synergies could enhance the competitiveness of company. On Mikey’s view, the ABC equity options would exhibit which of the following volatility traits? 哪俩个lognormal,协同效应是什么意思?股票价格被收购影响,但是波动率是怎么收到影响的呢?

查看试题

回答(1)

Crystal2022-11-29 10:26:33

这里的协同效应就是两个公司好的话就一起好,不好的话就一起不好。这个题目考察的其实是当公司遇到不好的事情的时候,流动性出现问题,会有什么样的波动率微笑。流动性出现问题,很大可能会出现公司的股价发生跳水,如果股价不连续,发生跳水情况,波动率微笑的图就是皱眉。

  • 评论(0
  • 追问(0
评论

精品推荐

评论

0/1000

追答

0/1000

+上传图片

    400-700-9596
    (每日9:00-21:00免长途费 )

    ©2025金程网校保留所有权利

    X

    注册金程网校

    验证码

    同意金程的《用户协议》
    直接登录:

    已有账号登录