derivatives课上强调是transform不是transfer呀，所以C选项应该说法是正确的呀

NO.PZ2021061002000001

问题如下：

Which of the following is least likely to be correct?

选项：

Both derivatives and insurance pay off on the basis of a source of risk, which is often, but not always, the value of an underlying asset.

Both derivatives and insurance have a definite life span and expire on a specified date.

Only insurance allow for the transfer of risk from one party to another

解释：

C is correct.

Both insurance and derivatives allow for the transfer of risk from one party to another.

中文解析：

衍生品和保险的收益都是基于风险，风险来源通常是标的资产的价值。A正确。

衍生品和保险都有一个确定的生命周期，并在特定的日期到期。B对。

保险和衍生品都是将风险从一方转移到另一方。C表述错误。

如上

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Lucky_品职助教 · 2023年03月03日

嗨，爱思考的PZer你好：

risk transfer/shifting有细微区别，但这个知识点里没必要研究那么细，可以粗略的都理解为风险转移，只不过适用对象不同。有很多重要考点可以考察，考试一般不会考这种有歧义的内容~

Risk transfer is the process of passing on a risk to another party, often, but not always, in the form of an insurance policy.---保险对应risk transfer

risk shifting refers to actions that change the distribution of risk outcomes. Risk transfer is often associated with insurance, whereas risk shifting generally involves derivatives as the risk modification vehicle.----derivatives对应risk shifting

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2021061002000001 问题如下 Whiof the following isleast likely to correct? A.Both rivatives aninsurancepoff on the basis of a sourof risk, whiis often, but not always, thevalue of unrlying asset. B.Both rivatives aninsuranhave a finite life spananexpire on a specifiete. C.Only insuranallow for thetransfer of risk from one party to another C is correct.Both insurananrivativesallow for the transfer of risk from one party to another.中文解析衍生品和保险的收益都是基于风险，风险来源通常是标的资产的价值。A正确。衍生品和保险都有一个确定的生命周期，并在特定的日期到期。B对。保险和衍生品都是将风险从一方转移到另一方。C表述错误。 B，如果是美式期权的话是有可能提前行权的，所以到期日不是固定的呀。

2022-10-02 21:23 1 · 回答

derivatives课上强调是transform不是transfer呀，所以C选项应该说法是正确的呀

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