the bonds maturing in December 2005 and June 2006这里指的是12月31日还是12月1日？

如果是Downward选哪个？

A portfolio manager owns a portfolio of options on a non-dividend paying stock RTX. The portfolio is made up of 10,000 deep in-the-money call options on RTX and 50,000 deep out-of-the money call options on RTX. The portfolio also contains 20,000 forward contracts on RTX. RTX is trading at USD 100. If the volatility of RTX is 30% per year, which of the following amounts would be closest to the 1-day VaR of the portfolio at the 95 percent confidence level, assuming 252 trading days in a year?标的资产的VaR值如何计算？

流动负债只考虑长期负债？请问比如哪些项属于流动负债

第一题的敞口不应该是Bank Macatawa的敞口吗？为什么最后算RWA的时候乘的是Holland Metal的系数1而不是0.2

老师，中文书上V<K应该是到期时企业价值小于债券面值，而此时股东无法获得资金吧？

想问一下var值是怎么得来的，有图吗？

有序清算权什么意思？

老师 请问一下为什么隐含波动率越高价格越高呀

compromising systems是啥啊？