开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

魏丽aa · 2019年02月28日

问一道题:NO.PZ2018123101000061

问题如下图:

    

选项:

A. 老师,想知道计算器咋按,忘记了

B.

C.

解释:



1 个答案
已采纳答案

发亮_品职助教 · 2019年03月02日

是计算0.058365 × e(-0.5) 这个吗?

步骤如下:

-0.5 → 2nd → LN这个键(计算器的最左边一列,按2nd LN,实际上是取这个键上面的功能e(x))→“×” 0.058365,然后得到是0.0354

  • 1

    回答
  • 1

    关注
  • 499

    浏览
相关问题

NO.PZ2018123101000061 问题如下 Baseon ta in Exhibit 1, to calibrate a binomiinterest rate tree starting with the calculation of implieforwarrates shown in Exhibit 2. Baseon Exhibits 1 an2, the value of the lower one-perioforwarrate is closest to: 3.5122%. 3.5400%. 4.8037%. B is correct.考点考察利率二叉树模型解析需要计算的是Time 1时间点下面节点的利率,因为Volatility为25%,直接通过关系式可得0.058365 × e(-0.5) = 0.035400=3.5400%. 另外为什么是e^(-2sigma)? 不是差值应该是e^(2sigma)吗?

2024-02-15 22:41 1 · 回答

NO.PZ2018123101000061问题如下 Baseon ta in Exhibit 1, to calibrate a binomiinterest rate tree starting with the calculation of implieforwarrates shown in Exhibit 2. Baseon Exhibits 1 an2, the value of the lower one-perioforwarrate is closest to: 3.5122%. 3.5400%. 4.8037%. B is correct.考点考察利率二叉树模型解析需要计算的是Time 1时间点下面节点的利率,因为Volatility为25%,直接通过关系式可得0.058365 × e(-0.5) = 0.035400=3.5400%.老师,请问一般情况下题目给的volatility指的不是sigma的平方吗?为什么这道题目指的是sigma呢

2023-09-18 22:28 1 · 回答

NO.PZ2018123101000061问题如下 Baseon ta in Exhibit 1, to calibrate a binomiinterest rate tree starting with the calculation of implieforwarrates shown in Exhibit 2. Baseon Exhibits 1 an2, the value of the lower one-perioforwarrate is closest to: 3.5122%. 3.5400%. 4.8037%. B is correct.考点考察利率二叉树模型解析需要计算的是Time 1时间点下面节点的利率,因为Volatility为25%,直接通过关系式可得0.058365 × e(-0.5) = 0.035400=3.5400%.虽然题目没有要求,但还是想问用表2的数据计算,f(1,1)=5.8365%÷e^0.25=4.545471%但根据表1,f(1,1)=1.035^2÷1.025-1=4.5098%是因为题目没出好,还是我计算有问题?

2023-04-08 01:38 6 · 回答

NO.PZ2018123101000061 问题如下 Baseon ta in Exhibit 1, to calibrate a binomiinterest rate tree starting with the calculation of implieforwarrates shown in Exhibit 2. Baseon Exhibits 1 an2, the value of the lower one-perioforwarrate is closest to: 3.5122%. 3.5400%. 4.8037%. B is correct.考点考察利率二叉树模型解析需要计算的是Time 1时间点下面节点的利率,因为Volatility为25%,直接通过关系式可得0.058365 × e(-0.5) = 0.035400=3.5400%. 请问所以上下是决定了 sigma的正负吗?

2022-07-06 10:12 1 · 回答

NO.PZ2018123101000061 问题如下 Baseon ta in Exhibit 1, to calibrate a binomiinterest rate tree starting with the calculation of implieforwarrates shown in Exhibit 2. Baseon Exhibits 1 an2, the value of the lower one-perioforwarrate is closest to: 3.5122%. 3.5400%. 4.8037%. B is correct.考点考察利率二叉树模型解析需要计算的是Time 1时间点下面节点的利率,因为Volatility为25%,直接通过关系式可得0.058365 × e(-0.5) = 0.035400=3.5400%. T1 high 和 low与T0的值是什么关系?T0 * e (σ)得到?

2022-05-04 15:21 1 · 回答