问题如下图:
选项:
A.
B.
C.
老师,请问这个题为什么不选B?代入公式时,加和-DX,前面有个负号,level项自带负号,又是减少,所以level项目前面符号为负,同理曲度项前面为正,所以最后加和为负选B
NO.PZ201701230200000307 问题如下 7. Baseon Exhibit 1, the results of Analysis 2 shoulshow the yielon the five-yebon A.creasing 0.8315%. B.creasing 0.0389%. C.increasing 0.0389%. C is correct. Because the factors in Exhibit 1 have been stanrzeto have unit stanrviations, a one stanrviation crease in both the level factor anthe curvature factor will leto the yielon the five-yebonincreasing 0.0389%, calculatefollows:Change in five-yebonyiel= 0.4352% - 0.3963% = 0.0389%. 这题做对了,但是这个mol不太熟悉,哪里的知识点?
NO.PZ201701230200000307 问题如下 7. Baseon Exhibit 1, the results of Analysis 2 shoulshow the yielon the five-yebon A.creasing 0.8315%. B.creasing 0.0389%. C.increasing 0.0389%. C is correct. Because the factors in Exhibit 1 have been stanrzeto have unit stanrviations, a one stanrviation crease in both the level factor anthe curvature factor will leto the yielon the five-yebonincreasing 0.0389%, calculatefollows:Change in five-yebonyiel= 0.4352% - 0.3963% = 0.0389%. -(-1)×(-0.4352%)-(-1)×0.3963%=-0.0389%
NO.PZ201701230200000307 Statement 1 \"Equilibrium term structure mols are factor mols thuse the observemarket prices of a referenset of financiinstruments, assumeto correctly price to mol the market yielcurve.\" Statement 2 \"In contrast, arbitrage-free term structure mols seek to scrithe namiof the term structure using funmenteconomic variables thare assumeto affeinterest rates.\"
NO.PZ201701230200000307 老师,请问什么情况下需要考虑权重啊,计算价格变化的那个公式是考虑了权重后的加权平均数,为什么这道题不用加权呢? 谢谢老师啦!
NO.PZ201701230200000307 题干中表格level数值为负的,是one viation increase的数据;而算出来的结果为正的0.0389,所以应该是相反 变成crease?谢谢老师。