Yellow highlights part - why increase in correlation will increase the variance ?

Conditional coverage and unconditional coverage 差別在那裏?

10.8% and 12.8% 怎樣算出？

Why do I not need to add 40bps premium info 8% for discounting? Isn’t it supposed to have risk premium each year? As mentioned in the question

What is MC referring to?

老师，net mark-to-market 和 gross mark-to-market感觉意思一样，都是正敞口减去负敞口啊?

75题，买卖的话会影响答案吗，卖itm的call也会被低估波动率吗

第一个季度为什么还要算上那个-10呢，-10不是四月的变化了吗

CIr模型是均值复归吗……59-b和66-d为啥不对

CIr模型是均值复归吗……59-b和66-d为啥不对