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[一级金融市场与产品] 老师,请问是不是这里答案写错了,Asian option payoff 不是平均值和strike price 的差嘛?烦请老师解答一下
[一级风险管理基础] 对冲
为什么说对冲可以抵消风险,有点没理解。假如我是卖东西的,现价降低了2元(本来3元)1万吨,我亏了20000元,同时我还签订了一个1万吨执行价格为3元的期货。这样达到对冲了。但是我本来就是要卖3元的呀。一共两万吨其中还有一万吨是跌了2元的。有点不理解。还是说签的期货就是和现货相同的那一万吨。这样确实不会有损失了。这一点有点懵了。能不能详细讲一下。
[一级金融市场与产品] 在利用期货对冲中 long hedge实质是short basis这点有没有像short hedge那样的推导过程。
[一级风险管理基础] 四个选项的解释都不是很能理解
[一级金融市场与产品] 老师您好,请解答一下这题
cash position和current futures value分别是什么意思?这题不太懂
[一级风险管理基础] .Which of the following statements was a lesson learned in the aftermath of the financial crisis of 2007-2009? A. Firms need to prioritize stakeholder interests when diverse/competing stakeholder goals at present. B. There should be independence on the board of the directors and the role of chief executive officer(CEO) and chairperson should be combined when possible. C. It is the firm stakeholders who bear the responsibility to clearly articulate an enterprise-level risk appetite.
D. The chief risk officer should exercise control over management compensation regimes to not incentivize undesired risk-taking behavior. 能解释一下这题吗
[一级风险管理基础] 老师你好,可以解释一下这题每个选项吗
[一级风险管理基础] 这个题目啥意思
[一级金融市场与产品] 题目中的汇率表示方式是直接标价还是间接标价?此题中EUR是不是本币?那为何答案中是2%-4%呢?希望老师解答谢谢
[一级估值与风险模型] Regime-switching
“Fat-tailed asset return distribution are most likely the result of time-varying volatility for the unconditional distribution. ” 请问这句话中,讲的究竟是return的unconditional distribution 还是vol的? “Conditional distribution 可以是normal distribution ”讲的是return还是vol的?这个部分的概念很糊涂,希望老师解答。
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