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ZHANGDAPENG · 2019年12月22日

问一道题:NO.PZ2018091706000020 [ CFA II ]

问题如下图:

是这个公式吗,但是何老师上课没退到

选项:

A.

B.

C.

解释:

ZHANGDAPENG · 2019年12月22日

sorry 没写完点错了,是下面的公式吗,但是何老师上课没讲好像后续的推导, 小y=T*k^α ===> 小y的变动率=T的变动率+α小k的变动率 再向答案解析那样求解

1 个答案

源_品职助教 · 2019年12月22日

嗨,努力学习的PZer你好:


同学可参考讲义P106第一段文字


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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