[三級私人財富管理] 最后一題的第二個exemption method題目中已經(jīng)說了b是residency，為啥答案中還要分類if A是residency

2021-06-15 16:09:071回答

[一級經(jīng)濟學] 老師請問第九題是怎么計算的？謝謝！

2021-06-15 14:38:461回答

[一級衍生品] 書后38

為什么選C？好像沒說過

2021-06-15 13:39:121回答

[一級經(jīng)濟學] 老師第四題是指外資企業(yè)創(chuàng)造的product或aervice嗎？

2021-06-15 13:03:541回答

[一級衍生品] 書后32

不是說option price和strike price正相關，和volatility正相關，和time to expiration正相關嗎？怎么有既正相關又反相關？

2021-06-15 11:42:431回答

[一級衍生品] 書后18

forward是最后pay，futures是逐日定時，當r上升，futures更好？這和future price啥關系？具體怎么想？

2021-06-15 11:27:211回答

[一級固定收益] 老師25題求幫忙解答。

2021-06-15 11:08:221回答

[三級衍生品的風險管理] Reading17 currency options

原版書387頁 第四題 解答中括號中內容不明白（a put is used to hedge a required sale of the currency in the P/B quote ） to hedge a short position of the currency we need a long call option just like the example why is a put for ?

2021-06-15 09:50:412回答

[三級衍生品的風險管理] Reading17 currency options rollyield

原版書387頁例題 question 3 and 4 Q3: buying a forward against the forward rate bias will get negative roll yield but I can not confirm the precise rate for the hedging rate at time of one month before the expiration. the spot leg use 19.5985? and the forward leg use 20.073? or because this is a matched hedging use the? mid-market rate 665bps?

2021-06-15 09:40:201回答

[一級數(shù)量] 第15題麻煩老師解答下，答案只給了結果 沒給運算步驟

2021-06-15 07:07:241回答