[一級定量分析] 為什么是乘以根號5，不是除以

2019-09-18 16:53:591回答

[一級定量分析] 老師，這兩題不太會

2019-09-18 16:38:161回答

[一級定量分析] 老師可以詳細(xì)解答一下這道題嗎劃線的地方?jīng)]有看懂

2019-09-18 16:24:301回答

[一級定量分析] 老師，這一整道題我都讀不太懂，能每個選項詳細(xì)講一下嗎

60 One of the key properties of a normal distribution is location-scale invariance. Which of the following choices best describes this property? A. The sum of all the variances from independent normally distributed random variables will produce a normally distributed variance. B. A normal distribution is useful for modeling asset prices. C. A large sample size will produce a distribution that resembles a normal distribution. D. Random variables derived from other normally distributed random variables will also be normally distributed.

2019-09-18 16:02:092回答

[一級金融市場與產(chǎn)品] 請問第60題

1.請問re-hedge之意 2.為什么最終價值不會影響頭寸收益 3.A選項的volatility和D選項的 back and forth有什么區(qū)別

2019-09-18 13:00:291回答

[一級金融市場與產(chǎn)品] 想問老師一下，紅色圈起來的 0.7301 是不是錯了？ 我算出好像0.76.

2019-09-17 23:28:511回答

[一級金融市場與產(chǎn)品] 請問P115第58題

能解釋一下答案分母上的100000與對沖比率嗎，為什么2個久期可以直接相除

2019-09-17 19:22:161回答

[一級金融市場與產(chǎn)品] 這題不是很懂

2019-09-17 18:42:271回答

[一級定量分析] 老師，這道題1，2我不是很懂，剔除負(fù)極值點后，大多數(shù)點應(yīng)該接近正極值，那不應(yīng)該是左偏嗎，為什么是右偏呢

The returns of the stocks over the last year in a large portfolio follow a distribution that is approximately normal. An unethical analyst removes some of the very worst performing stocks and produces reports d on the altered portfolio returns. Which of the following statements about the returns of the altered portfolio is/are correct? I The distribution of returns of the altered portfolio is likely to be positively skewed II The distribution of returns of the altered portfolio is likely to be negatively skewed III The mean return is likely to be lower compared to the original portfolio IV The median return is likely to be higher compared to the original portfolio A. I only is correct B. II and III are correct C. II and IV are correct D. I and IV are correct

2019-09-17 18:27:581回答

[一級定量分析] 老師這道題為什么不選C呢

2019-09-17 17:48:022回答