押卷的53题，还是不明白，可否再详细说一次。53. A firm has entered into a USD 20 million total return swap on the NASDAQ 100 index as the index payer with ABC Corporation, which will pay 1-year LIBOR ＋ 2.5%. The contract will last 1 year, and cash flows will be exchanged annually. Suppose the NASDAQ 100 Index is currently at 2,900 and LIBOR is 1.25%. The firm conducts a stress test on this total return swap using the following scenario: NASDAQ 100 in 1 year: 3,625 LIBOR in 1 year: 0.50% For this scenario, what is the firm’s net cash flow in year 1?

请问这道题的B选项怎么理解？

这里说决策失败后会双向损失，是否可以只买入B的份额，或者只卖出A的份额，是否就不会双向损失

你好，请问已知future price，future rate是怎么计算的呢？题目中的描述如下 The 3-month Eurodollar futures price for a contract maturing in 6 years is quoted as 95.2.

这种类型的题不会 可以说说具体在哪里讲过吗

听不清 麻烦再出个声音大一点的视频

没听清

老师这边说的，99%置信水平下，10天持有期的资本金是什么意思？持有期是持有什么呀

老师，图中两道题看不懂，遇到这类对冲希腊字母的题总是不不会，能结合这两题详细再讲讲吗

14题如果是算delta of put option 是怎么算