原版书31页，这段没有懂，为什么说没有人会在交易中损失？为什么零和游戏成了公平游戏？所谓的完美市场到底是什么含义呢？

老师您好，原版书中16/17页，遇到一些段落不知该如何理解，烦请老师讲一下其中的一些要领 1 But in complex portfolios of interest-rate sensitive assets, many different kinds of exposure can arise from differences in the maturities and reset dates of instruments and cash flows that are assetlike (i.e„ ´longs´) and those that are liability-like (i.e., “shorts”). 2 In particular, “curve” risk can arise in portfolios in which long and short positions of different maturities are effectively hedged against a parallel shift in yields, but not against a change in the shape of the yield curve. 3 Default risk corresponds to the debtor´s incapacity or refusal to meet his/her debt obligations, whether interest or principal payments on the loan contracted, by more than a reasonable relief period from the due date, which is usually 60 days in the banking industry.

140頁 這裡的price是沒有時間價值的對嗎

此处的A项不是最符定义的么？

139頁 還是不是很明白市場利率月看漲 看跌期權的關係，老師說的那個什麼現在有貨將來要錢，現在有錢將來換貨的例子聽不懂

121頁，只考慮 當時價格和執行價格，不用考慮期權費嗎

二类错误概率怎么计算的？

书中这个表怎么算？特别是old zero value correlation matrix component var 怎么来的

120頁 其實S大T和S小T如何比較

120頁，S大T 會比 S小T大嗎 為什麼