老师 这里面交易对手有funding benefit 为什么对我有funding cost

53 for bond when it maturity I will receive coupon and par value it’s it the exposures will increase at the end ?

Q47 why do we no need to pay margin for long options? But we need to pay it for short option?

这里的perfact怎么理解？

22- mins why is normal CDS paying the difference of the bond but not the loss of the bond

13 Should not bond be upward increase as at first we have coupon and then at last we have coupon and principle

Is physical PD equal to real PD? What’s are the difference . When will measure real Pd so we will use risk free rate?

这么列式哪里错了？

Why is duration mapping is undiversified Var? Is t it consider coupon too?

老师这道题没明白