图上紫色的文字，X在0时刻支出的premium为什么也要贴现，不应该只把1时刻贴现回0时刻吗...⊙﹏⊙‖

老师，callable bond，可以理解为含有上涨敲出的障碍期权吗？同理，putable bond是含下跌敲出的障碍期权。

490题 CMO是什么？答案里的IO又是啥 ？好像没看到过嘛╯﹏╰

老师，可以这样来记忆吗？！除了callable bond的凸性是负的，其他bond的凸性都是正的。

为什么DWR的式子里面没有体现一年后的10500收入？

为什么有效边界是绿色的那条线

为什么有效边界是绿色的那条线

老师这道题为什么选B 能解释下思路嘛

第177题，8%是所有组合的标准差，为什么可以用作16种的s？

22.单选题 收藏 标记 纠错 John, a portfolio manager, claims to have consistently produced excessive returns (over and above the benchmark returns) 97.5% of the time due to her skill and not luck. To support her claim, she presents regression results based on 60 monthly observations as follows: alpha = 0.43%, standard error of alpha = 0.21% Would you reject the null hypothesis of true α = 0 and accept her claim of superior performance 95% of the time due to her skill? A t = 2.50; reject the null hypothesis; reject her claim. B t = 2.50; reject the null hypothesis; accept her claim. C t = 2.05; fail to reject the null hypothesis; accept her claim. D t = 2.05; reject the null hypothesis; accept her claim. 这道题到底是用单尾检验还是双尾检验 如果检验T统计量是否区别于零的话不是应该用双尾检验么 为什么答案给的跟单尾95%1.645去比而不是用双尾95%1.96比？