[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

[一級風險管理基礎(chǔ)] 剩下60天如何制定復習計劃，求助！

2019-09-17 17:44:061回答

[一級金融市場與產(chǎn)品] 習題集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