1分44秒， 操作风险服从lognormal分布为什么不对？这里没听懂

For average yield on fix rate asset 7%, why do we count it by times (4250-1200)? But not simply times 4259? Please explain in Chinese

25分47秒，老师说sc大于GC，说错了吧，应该是sc小于gc吧？

Is contingent convertible bond and convertible bond both the same? Are they all equal to long a normal bond and long a call option?

Why is it different from the book indicating that it short the equity and long the mezzanine before 2005/8

Answer B if ES is accepted does it mean Var should be accepted ? At same confidence level

能分別講出 expected shortfall, Standard derivation and Var 可乎合這四點嗎？總共12個答案

If Vasicek model is constant drift , is it still non parallel shift?

老师 题目里的counterpart earns Libor➕100BP 这里的counterpart为什么不是bank面对的hedge fund 直接就是CDS费用？

请问TRS的买方指的是总收益的接受方吗