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FRM二级

FRM二级

包含FRM二级传统在线课程、通关课程及试题相关提问答疑;

专场人数:1657提问数量:32292

老师,您好百题61题,A选项 Canada 和 First bank ρ增加,就说明现在的 CDS会便宜,所以会造成一个paper loss,这地方可以理解, 但是我想问一下 CDS的保费不应该是预期未来损失的价值然后折现回来的吗也就是分母是r+cdsspread吧。 那么这样来看保费便宜了就是说明cds spead 增加吧。 因为分母增加,折现回来才能是便宜呀,怎么能是减少呢

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請問long call delta = short call delta ? Short put delta = long put delta?

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老師,我做押題時聽到老師講confidence zone and type one and type 2 error 好像講反了,想問我的思路對嗎?

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52 III why is receiving fixed on individual loss slower ? Than the index

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老师,23题的B仍然不太懂啥意思,再说一遍可以吗

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老师,第5题和6题的,beta小,为什么风险小没明白;6题说badtime情况,视频里面老师说回到正常情况,题目里面哪句话能看出再问正常市场的情况?

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押題q32 am I correct to indicate below? I think the video Indicated wrong on answer B and D Illquidity assets - infrequent trade - low volatility - overestimate Sharpe ratio but underestimate beta and standard derivation Liquidity asset - normal beta high volatility normal sharpe ratio

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29 why is preferred stock of the return 3% call cost here ? But not return ???

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Question 28, the lower confidence level means it reduce from 99% to 95% isn’t it the right area ( accept zone has been reduce 4 %? Which means T1 error increase ???

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Question 28, the lower confidence level means it reduce from 99% to 95% isn’t it the right area ( accept zone has been reduce 4 %? Which means T1 error increase ???

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