你好老师 12345是什么呢 如果掷骰子的事件是不是就是一个1/6呀 怎么描述掷筛子事件

高云老师的强化段，第4集视频的末尾，市场风险的末尾 简单讲了一下 汇率风险，然后列出来 抛补利率平价理论和对应的公式。这个公式的形式，看起来跟科目3的外汇期货的定价公式几乎一模一样，唯独R(XXX) 和 R(YYY) 的上下位置正相反。 我认为 这两个公式的内涵是完全一样的意思，为什么公式的 分子分母 正好相反呢？？ XXX 和YYY, 哪个是本币，哪个是外币呢？ 梁老师讲的是 本币在上(分子)，外币在下(分母), 高云老师讲的 正相反，这是怎么回事呢？

there is a question and hope you can explain. Consider a trader with an investment in a corporate bond with face value of $100,000 and default of 0.5%. Over the next period, we can either have no default, with a return of zeroor default with a loss of $100,000. The payoffs are thus -$100,000 with probability of 0.5% and $0 with a probability of 99.5%. Since the probability of getting %0 is greater than 99%, the VaR at the 99% confidence level is $0 without taking the mean into account. This is consistent with the definition that VaR is the smallest loss, such that the right tail probability is at least 99%. Now consider a portfolio invested in 3 bonds A,B and C with same characters and independent payoffs. The portfolio var at the 99% is A 0. B. $100,000 C. $200,000 D. 300,000. Why the answer is B ? 1. the information already tells us that 99% VaR is $0. So why not $0? 2. as they are independent and undiversified, why not $100,000 ＋ $100,000 ＋100,000 = $300,000?

这道题为什么是c

老师，我记得课上说调整后的R^2，是增加变量对R^2惩罚，惩罚不是指R^2减小嘛？

想问一个题外话，就是比如说我short a call option，意思是我卖掉了这个看涨期权，并且在这个期权中我是作为买方进行交易的，那么是不是默认我就有一个卖方与我交易？？

D指的是 teaser rate吗？

老师 习题集155题答案的这倒数三行话是什么意思？

德国金属公司为什么一定要平仓？等到十年后好歹还能赚一点，现在平仓了不但赚不了还要赔违约金

德国金属公司为什么一定要平仓？等到十年后好歹还能赚一点，现在平仓了不但赚不了还要赔违约金