[一级金融市场与产品] 请问P115第58题

能解释一下答案分母上的100000与对冲比率吗，为什么2个久期可以直接相除

2019-09-17 19:22:161回答

[一级金融市场与产品] 这题不是很懂

2019-09-17 18:42:271回答

[一级定量分析] 老师，这道题1，2我不是很懂，剔除负极值点后，大多数点应该接近正极值，那不应该是左偏吗，为什么是右偏呢

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

[一级定量分析] 老师这道题为什么不选C呢

2019-09-17 17:48:022回答

[一级风险管理基础] 剩下60天如何制定复习计划，求助！

2019-09-17 17:44:061回答

[一级金融市场与产品] 习题集P113第54题

请问该题从何处可以看出是long the portfolio我看反了????

2019-09-17 17:12:531回答

[一级定量分析] 老师，我想知道描述买入看涨期权收益的正偏图是怎么样的

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

[一级定量分析] 老师，这道题能讲解一下吗，考得哪里的知识点啊

2019-09-17 17:00:261回答

[一级定量分析] 老师，这道题的AD选项可以详细讲解一下哪儿错了吗

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

[一级定量分析] 老师，请问这句话为什么是对的啊

correlation coefficient can be calculated by scaling the covariance between two random variables 两个随机变量之间的协方差不是一定的吗

2019-09-17 16:04:492回答