问题如下图:
选项:
A.
B.
C.
解释:
请教下,这题的计算思路不应该是:
(1+S3)^3=(1+s1)*(1+1y2y)^2,结果应该是2.72%吗?
NO.PZ2018062006000088 问题如下 The 1-yespot rate is 1.02%, 2-yespot rate is 1.65% an3-yespot rate is 2.15%. Calculate 1-yeimplieforwarrate two years from now. A.5.13% B.3.16% C.2.33% B is correct.考点spot rate forwarrate解析(1+S2)2 × [1+f(2,1)] = (1+S3)3 (1+1.65%)2 × (1+f2,1)=(1+2.15%)3(1+1.65\%)^2\;\times\;(1+f_{2,1})=(1+2.15\%)^3(1+1.65%)2×(1+f2,1)=(1+2.15%)3把数据代入公式,就可以反求出f(2,1)=3.16%,故B正确。 这道题不理解解题思路是什么第一年难道不是就是1.02吗?
NO.PZ2018062006000088 问题如下 The 1-yespot rate is 1.02%, 2-yespot rate is 1.65% an3-yespot rate is 2.15%. Calculate 1-yeimplieforwarrate two years from now. A.5.13% B.3.16% C.2.33% B is correct.考点spot rate forwarrate解析(1+S2)2 × [1+f(2,1)] = (1+S3)3 (1+1.65%)2 × (1+f2,1)=(1+2.15%)3(1+1.65\%)^2\;\times\;(1+f_{2,1})=(1+2.15\%)^3(1+1.65%)2×(1+f2,1)=(1+2.15%)3把数据代入公式,就可以反求出f(2,1)=3.16%,故B正确。 请问为什么不用(1+S1)*(1+S2)*(1+S3)=(1+S2)² *(1+2y1y)
NO.PZ2018062006000088 3.16% 2.33% B is correct. (1+1.65%)2 × (1+f2,1)=(1+2.15%)3(1+1.65\%)^2\;\times\;(1+f_{2,1})=(1+2.15\%)^3(1+1.65%)2×(1+f2,1)=(1+2.15%)3 f(2,1)=3.16%根据公式,1+1.65%不是不需要平方吗?
3.16% 2.33% B is correct. (1+1.65%)2 × (1+f2,1)=(1+2.15%)3(1+1.65\%)^2\;\times\;(1+f_{2,1})=(1+2.15\%)^3(1+1.65%)2×(1+f2,1)=(1+2.15%)3 f(2,1)=3.16%老师好,为什么不能用(1+s1)(1+s2)(1+s3)=(1+s1)(1+s2)2来计算?
公式可以不可以写成 f(n,m)=[1+Sn]^n/[1+S(n+m)]^(n+m) 就是从第n年往后看m年的隐含远期等于n年的即期的n次方比上n+m年的即期的n+m次方 还是说有别的公式?我在讲义里没找到