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ＦＲＭ二级题目解疑
4 个回复 - 2074 次查看 The bank’s trading book consists of the following two assets:Asset Annual Return Volatility of Annual Return ValueA 10% 25% 100B 20% 20% ...2014-11-7 12:16 - igraham - CFA、CVA、FRM等金融考证论坛
4 个回复 - 2074 次查看 The bank’s trading book consists of the following two assets:Asset Annual Return Volatility of Annual Return ValueA 10% 25% 100B 20% 20% ...2014-11-7 12:16 - igraham - CFA、CVA、FRM等金融考证论坛
请教各位大侠一道FRM二级题目
4 个回复 - 2164 次查看 A European put option has two years to expiration and a strike price of $101.00. The underlying is a 7% annual coupon bond with three years to maturity. Assume that the risk-neutral probability of an ...2014-10-7 17:00 - igraham - CFA、CVA、FRM等金融考证论坛
4 个回复 - 2164 次查看 A European put option has two years to expiration and a strike price of $101.00. The underlying is a 7% annual coupon bond with three years to maturity. Assume that the risk-neutral probability of an ...2014-10-7 17:00 - igraham - CFA、CVA、FRM等金融考证论坛
FRM二级题目回忆，大家来讨论一下吧
5 个回复 - 4566 次查看 1. Price of 1st to default vs Price of 2nd to default. Correlation decreases and which of the following is correct? Ans: value of 1st to default CDS increases. 2. Why BSM is not used to value fixed ...2012-11-19 00:34 - freyleon - Forum
5 个回复 - 4566 次查看 1. Price of 1st to default vs Price of 2nd to default. Correlation decreases and which of the following is correct? Ans: value of 1st to default CDS increases. 2. Why BSM is not used to value fixed ...2012-11-19 00:34 - freyleon - Forum
