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丸子9492 · 2018年08月26日

问一道题:NO.PZ2016082402000001

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


这个知识点是这章的重点吗,感觉没什么印象呢课件里

1 个答案

orange品职答疑助手 · 2018年08月27日

同学你好,EAR是CFA一级数量里的重点,在FRM里不算是重点,notes里关于它的内容也只出现过一两次。了解一下即可。

有效年利率是指在按照给定的计息期利率和每年复利次数计算利息时,能够产生相同结果的,每年复利一次的年利率。举例来说,某债券的名义年利率为10%,每年支付利息两次(年复利次数为2),那么其EAR的计算公式就是(1+10%/2)^2=1+EAR。

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