问题如下图:
选项:
A.
B.
C.
解释:老师这个为什么不能用 160-112/112=0.429 然后120-160/160=-0.25 根号 1+0.429*1-0.25 再减1 ?
NO.PZ2017092702000093 问题如下 The weekly closing prices of MorCorporation shares are follows:The continuously compounreturn of MorCorporation shares for the perioAugust 1 to August 15 is closest to: A.6.90% B.7.14% C.8.95% A is correct.The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90%资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中ln(120/112) = 6.90% 这个公式可以一下背后的逻辑吗
NO.PZ2017092702000093问题如下 The weekly closing prices of MorCorporation shares are follows:The continuously compounreturn of MorCorporation shares for the perioAugust 1 to August 15 is closest to:A.6.90%B.7.14%C.8.95% A is correct.The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90%资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中ln(120/112) = 6.90% 可以理解连续复利,但是15天的连续在计算中怎么提现的呢,假如题里问8天时的连续复利收益,除了把120替换成160,还有其他计算区别吗
NO.PZ2017092702000093问题如下The weekly closing prices of MorCorporation shares are follows:The continuously compounreturn of MorCorporation shares for the perioAugust 1 to August 15 is closest to:A.6.90%B.7.14%C.8.95% A is correct.The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90%资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中ln(120/112) = 6.90% 这道题对应的知识点讲义上不是叉掉了吗?,讲义p159,怎么还会考呢?还是原版书题
NO.PZ2017092702000093 7.14% 8.95% A is correct. The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90% 资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中ln(120/112) = 6.90% 能一下为什么用ln计算么,没太懂
NO.PZ2017092702000093 为什么不能直接用(1+r/m)^m=FV/PV 这样来算呢,这样算出来是答案B。