[三级私人财富管理] 最后一题的第二个exemption method题目中已经说了b是residency，为啥答案中还要分类if A是residency

2021-06-15 16:09:071回答

[一级经济学] 老师请问第九题是怎么计算的？谢谢！

2021-06-15 14:38:461回答

[一级衍生品] 书后38

为什么选C？好像没说过

2021-06-15 13:39:121回答

[一级经济学] 老师第四题是指外资企业创造的product或aervice吗？

2021-06-15 13:03:541回答

[一级衍生品] 书后32

不是说option price和strike price正相关，和volatility正相关，和time to expiration正相关吗？怎么有既正相关又反相关？

2021-06-15 11:42:431回答

[一级衍生品] 书后18

forward是最后pay，futures是逐日定时，当r上升，futures更好？这和future price啥关系？具体怎么想？

2021-06-15 11:27:211回答

[一级固定收益] 老师25题求帮忙解答。

2021-06-15 11:08:221回答

[三级衍生品的风险管理] Reading17 currency options

原版书387页 第四题 解答中括号中内容不明白（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

[三级衍生品的风险管理] Reading17 currency options rollyield

原版书387页例题 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

[一级数量] 第15题麻烦老师解答下，答案只给了结果 没给运算步骤

2021-06-15 07:07:241回答