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A question about FRM
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题目如下:好像是2002年的一个真题。
Company B makes a bid for company A at $15 per share.
A merger arbitrage manager acquires a long position in A and a short position in B.
When constructing the va ...
2009-9-17 12:31 - m.incredible - CFA、CVA、FRM等金融考证论坛
[求助]QUESTIONS IN FRM NOTES
1 个回复 - 1531 次查看
<p>Portfoliio management 里面给出一组数是fund's return 和benchmark return 的差值。tracking error 是这组数的标准差,想知道如何计算的?(0.008,0.002,0.012,-0.014,-0.01,0.014,0.007,-0.007,0.0 ...
2008-6-11 23:17 - rn11 - CFA、CVA、FRM等金融考证论坛