第8题 单选题 A hedge fund manager wants to change her interest rate exposure by investing in fixed-income securities with negative duration. Which of the following securities should she buy? A Short maturity calls on zero-coupon bonds with long maturity. B Short maturity puts on zero-coupon bonds with long maturity. C Short maturity puts on interest-only strips from long maturity conforming mortgages. D Short maturity calls on principal-only strips from long maturity conforming mortgages. 为什么put on IO price rise when interest rate fall? 解释看不太明白

请问第4题选项A中 tracking error 的计算公式？求教

对第5题选项B、C不太理解，求解释。谢谢

C和D选项可以解释一下吗

261题

老师，习题册250题C选项GARCH可以产生肥尾分布，怎么理解啊？不太懂什么意思

麻烦解释29题，顺便请问下OIS与LIBOR各自的特点及二者优缺点

老师54题，求第二个月的 Rud为什么要像答案那样算两个值的中间值，那两个值在二叉树里面理论上应该是重合的吧？为什么求出来是两个不一样值？

老师 卖出一个call option为什么是-，按说卖出应该是赚钱的啊

这个题目是哪个板块的我怎么没找到？能告诉我书本第几页么