[一級金融市場與產(chǎn)品] 老師這里那個(gè)把現(xiàn)金換成債券的時(shí)候，為什么現(xiàn)金的久期是0.25呀？

2019-10-13 17:12:511回答

[一級金融市場與產(chǎn)品] 老師，這道題我沒看明白，可以講一下嗎

2019-10-13 16:43:401回答

[一級金融市場與產(chǎn)品] 老師，這道題計(jì)算用的有些數(shù)題里沒有啊，那是哪兒來的呢

2019-10-13 16:32:132回答

[一級金融市場與產(chǎn)品] 老師，這道題不太懂，能講一下嗎

55 A bond portfolio consists of bonds with various maturities. The portfolio manager expects the yield curve to become steeper. In that case which of the following statements is correct?? ? （???? ） A. A strip hedge will be a more effective hedge than a stack hedge. B. A stack hedge will be a more effective hedge than a strip hedge.? ? C. A cross-hedge will be more effective than an immunization hedge. D. An immunization hedge will be more effective than a cross-hedge. Answer: A A stack hedge is less effective than a strip hedge if the yield curve undergoes any other move than a parallel shift.

2019-10-13 16:07:001回答

[一級金融市場與產(chǎn)品] 老師，這句話為什么是對的啊

A strip hedge tends to have wider bid-ask spreads as compared to a stack & roll hedge.

2019-10-13 15:59:341回答

[一級金融市場與產(chǎn)品] 老師tailed hedge 是什么意思，這道題可以解釋一下嗎

In a FRA and/or interest rate swap portfolio which uses interest rate futures to hedge the interest rate risk a tailed hedge means: A. Adding a FRA to make up the difference between the futures hedge to the nearest contract and the required hedge. This is most important for futures with large contract sizes. B. To shorten the duration of the portfolio. C. To hedge negative convexity in the portfolio. D. To allow for the interest received or paid on financing the margin on the futures contracts i.e. allowing for the difference between futures and FRAs. Answer: D Because the futures contracts are marked to market with daily cash flows the value of these cash flows is included in determining the hedge ratio.

2019-10-13 13:44:101回答

[一級金融市場與產(chǎn)品] 老師這個(gè)求NA的公式我看不太懂，題目給的數(shù)字太多了，這種題目有什么技巧呢

2019-10-13 11:51:101回答

[一級估值與風(fēng)險(xiǎn)模型] 老師這道題long position，delta為正，那不應(yīng)該short 股票才能達(dá)到delta neutral嗎

2019-10-13 09:13:191回答

[一級金融市場與產(chǎn)品] 老師這題我沒太懂，為什么CCP的逆向選擇風(fēng)險(xiǎn)會被高估呢？

2019-10-12 20:02:351回答

[二級信用風(fēng)險(xiǎn)] 這道題怎么做呢~

2019-10-12 19:41:461回答