庄园monar · 2022年09月04日
NO.PZ2018062016000093
问题如下：
The stocks of AAA company have a changing closing price over the last 3 month:
From May to July, the continuously compounded return of AAA company's stocks is:
选项：
A.18.61%
B.17.34%
C.16.89%
解释：
A is correct. Based on definition, for a certain period, the continuously compounded return = the natural log of the period’s change. So we can calculate that: ln(159/132) = 18.61%
这道题的公式在哪里？没找到
NO.PZ2018062016000093问题如下 The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is:A.18.61%B.17.34%C.16.89%A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%1.ppt上的s1/s0=eʳ，但是这里是只有三个月而不是一年，为什么eʳ不用总体再1/4次方（即三个月），r是年名义利率（投资率）2.题目所求的continuously compounng rate翻译成中文是求什么？
NO.PZ2018062016000093问题如下 The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is:A.18.61%B.17.34%C.16.89%A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%1.ppt上的s1/s0=eʳ，但是这里是只有三个月而不是一年，为什么eʳ不用总体再1/4次方（即三个月），r是年名义利率（投资率）2.题目所求的continuously compounng rate翻译成中文是求什么？
NO.PZ2018062016000093问题如下The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is: A.18.61% B.17.34% C.16.89% A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%我用期初132及期末159，计算出r为20.4545%，然后用e^r-1来计算连续复利的利率，最终得不到答案，我是把哪个定义搞错了吗？
NO.PZ2018062016000093 The stocks of Acompany have a changing closing priover the last 3 month: From Mto July, the continuously compounreturn of Acompany's stocks is: 您的回答正确答案是: A 18.61% B 17.34% C 不正确16.89%
