[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(qǐng)問這句話為什么是對(duì)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(duì)的，D不對(duì)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(qǐng)問第109頁第43題?

1.請(qǐng)問一下什么叫凈空頭? 2.請(qǐng)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(qǐng)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

[一級(jí)金融市場與產(chǎn)品] 練習(xí)題P110第47題

可以解釋一下tailed hedge嗎，真心不理解

2019-09-16 23:22:081回答

[一級(jí)金融市場與產(chǎn)品] P109第44題有關(guān)對(duì)沖

請(qǐng)問解析中的floating rate obligations 是什么意思？

2019-09-16 22:58:161回答

[一級(jí)金融市場與產(chǎn)品] 習(xí)題P139 第39題 關(guān)于對(duì)沖

能解釋一下C的解析嗎 請(qǐng)問何為same pricing characteristics

2019-09-16 22:38:301回答