[一級金融市場與產(chǎn)品] 129不懂

2023-10-16 21:14:321回答

[一級金融市場與產(chǎn)品] 老師好，為什么這道題的pv必須為負(fù)值，fv為正值才能算出正確答案呢？如果是fv為負(fù)值，pv為正值算出來答案不一樣

2023-10-16 20:24:291回答

[一級估值與風(fēng)險(xiǎn)模型] 為什么債券凸性調(diào)整時(shí)對于convexity是＋號，這里是－號呢

2023-10-16 20:01:141回答

[一級風(fēng)險(xiǎn)管理基礎(chǔ)] 為何這題計(jì)算組合方差時(shí)不用乘方差的權(quán)重

2023-10-16 20:00:441回答

[二級市場風(fēng)險(xiǎn)] 想問一下這道題的CD選項(xiàng)及三種映射方法VaR的大小比較與原因

2023-10-16 19:49:411回答

[二級市場風(fēng)險(xiǎn)] 老師，這里的兩個(gè)原因沒看懂： leverage：當(dāng)股票價(jià)格S猛跌的時(shí)候，此時(shí)K不應(yīng)該＞S嗎？然后根據(jù)圖像，波動(dòng)率應(yīng)該是小的呀，那為什么說波動(dòng)率是大的呢？

2023-10-16 19:47:071回答

[一級金融市場與產(chǎn)品] 請問這道題怎么理解？

2023-10-16 19:43:421回答

[一級估值與風(fēng)險(xiǎn)模型] 這題為啥選b呢

2023-10-16 16:50:371回答

[一級估值與風(fēng)險(xiǎn)模型] 第二個(gè)陳述和第一個(gè)有什么區(qū)別

2023-10-16 11:35:261回答

[一級風(fēng)險(xiǎn)管理基礎(chǔ)] 極端損失該如何衡量風(fēng)險(xiǎn)，進(jìn)行風(fēng)險(xiǎn)對沖呀？

A corn farmer argues ”I do not use futures contracts for hedging. My real risk is not the price of corn. It is that my whole crop gets wiped out by the weather.” Discuss this viewpoint. Should the farmer estimate his or her expected production of corn and hedge to try to lock in a price for expected production?

2023-10-16 11:02:282回答