这一章的五道题涉及的内容课程中都没有。。。。 是超纲了，还是以后会学到？

这个考点超纲了吗？课程中没有讲到

covariance stationarity 是不要求自相关性吗？ 是可以这么理解吗， covariance stationarity的特征就是 mean and covariance to be stable and finite over time. 而white noise 必须 no serial correlation.

选项b收益率和价格的这个关系，老师没太明白。

老师，请问dt是时间间隔，dw是什么

老师您好，这道习题中，讲解老师标明的1和2并不是同一个公司，可以这样做么？我的理解是，gama公司买入固定利息债券，也就是收到了固定利息，怕利率上涨，所以，要做互换，应该支出固定利息，收浮动。请老师给解释一下，谢谢您

什么是Bootstrapping？

Wallace, an emerging market bond trader, is holding a 5-year USD Malaysian corporate bond in his book. He is concerned about the risk of his position. Which of the following statements concerning the risk of his position is incorrect? A The corporate bond could be upgraded so that it would have a higher rating than Malaysian sovereign debt, but it is highly unlikely. B Buying protection with a CDS would hedge the corporate bond position against some risks but it would do a poor job of hedging the position if there is a drop in liquidity for emerging market sovereign bonds. C A short position in Ringgits sovereign bond from Malaysia would always help hedge the corporate bond against currency risk if the corporation is an exporter. D A short position in a 5-year US treasury and buying protection on the corporate bond using a CDS would be a better hedge than just buying protection on the corporate bond. 麻烦解释一下c

autocorrelations是自相关的意思 那autocovariancesa是自协方差吗？

这个答案为什么只是A呢，AD不是都不对的吗