[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 剩下60天如何制定復(fù)習(xí)計(jì)劃，求助！

2019-09-17 17:44:061回答

[一級(jí)金融市場與產(chǎn)品] 習(xí)題集P113第54題

請問該題從何處可以看出是long the portfolio我看反了????

2019-09-17 17:12:531回答

[一級(jí)定量分析] 老師，我想知道描述買入看漲期權(quán)收益的正偏圖是怎么樣的

The returns on a long call position cannot be more negative than the premium paid for the option but has unlimited potential positive value so it will also be positively skewed

2019-09-17 17:12:422回答

[一級(jí)定量分析] 老師，這道題能講解一下嗎，考得哪里的知識(shí)點(diǎn)啊

2019-09-17 17:00:261回答

[一級(jí)定量分析] 老師，這道題的AD選項(xiàng)可以詳細(xì)講解一下哪兒錯(cuò)了嗎

Which statement best describes correlations and variances in times of financial crisis? A. There are only marginal changes in correlations and variances in times of crisis and therefore they do not need to be factored into risk management. B. The diversification benefits decrease as correlations increase and therefore your risk level increases. C. The diversification benefits increase as correlations decrease and therefore your risk level decreases. D. VaR estimates using the RiskMetrics approach provide for the effects of increased correlations during periods of crisis and therefore the effects are factored into current positions.

2019-09-17 16:32:361回答

[一級(jí)定量分析] 老師，請問這句話為什么是對的啊

correlation coefficient can be calculated by scaling the covariance between two random variables 兩個(gè)隨機(jī)變量之間的協(xié)方差不是一定的嗎

2019-09-17 16:04:492回答

[一級(jí)金融市場與產(chǎn)品] 這個(gè)cap and floor 現(xiàn)在還考嗎 感覺蠻模式的

2019-09-17 14:13:151回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 老師，為什么C是對的，D不對可以解釋一下嗎？

2019-09-17 07:42:341回答

[一級(jí)金融市場與產(chǎn)品] 請問第109頁第43題?

1.請問一下什么叫凈空頭? 2.請問一下為什么凈空頭的hedger 預(yù)期9月的即期價(jià)格高于241.5?

2019-09-16 23:46:091回答

[一級(jí)金融市場與產(chǎn)品] 習(xí)題集P111第48題

請問解析中: 1. lower liquidity不是意味著交易成本上升嗎，那么l為什么是錯(cuò)的？ 2.為什么 longer maturity意味著 wider bid-ask spreads?

2019-09-16 23:30:491回答