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

Shuangshuang · 2019年08月10日

问一道题:NO.PZ2019052801000038 [ FRM I ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

为什么pvd0,不用5%/2再乘以3/12呢,后面也没太理解能画个图么……

1 个答案
已采纳答案

orange品职答疑助手 · 2019年08月10日

同学你好,我没懂你问的“为什么pvd0,不用5%/2再乘以3/12呢”... 如果有问题的再追问哈


  • 1

    回答
  • 0

    关注
  • 423

    浏览
相关问题

NO.PZ2019052801000038 问题如下 The priof a bonis $1,058, it ha coupon payment of $30 every six mouths, the last payment is three mouths ago. The continuous interest rate is 5%. Calculate the forwarpriof a 6-month forwarcontra on this bon A.$998.72. B.$1,032.21. C.$1,067.24. $1054.41. is correct.考点远期合约定价解析PV=30e−0.05×0.25=29.6273PV0=30e^{-0.05\times0.25}=29.6273\\PV​=30e−0.05×0.25=29.6273FP  =  (S0−PV)erT=(1058−29.6273)e0.05×0.5=1054.41FP\;=\;(S_0-PV0)e^{rT}=(1058-29.6273)e^{0.05\times0.5}=1054.41FP=(S0​−PV​)erT=(1058−29.6273)e0.05×0.5=1054.41 这种题目用画图法怎么

2024-08-23 23:45 1 · 回答

NO.PZ2019052801000038 问题如下 The priof a bonis $1,058, it ha coupon payment of $30 every six mouths, the last payment is three mouths ago. The continuous interest rate is 5%. Calculate the forwarpriof a 6-month forwarcontra on this bon A.$998.72. B.$1,032.21. C.$1,067.24. $1054.41. is correct.考点远期合约定价解析PV=30e−0.05×0.25=29.6273PV0=30e^{-0.05\times0.25}=29.6273\\PV​=30e−0.05×0.25=29.6273FP  =  (S0−PV)erT=(1058−29.6273)e0.05×0.5=1054.41FP\;=\;(S_0-PV0)e^{rT}=(1058-29.6273)e^{0.05\times0.5}=1054.41FP=(S0​−PV​)erT=(1058−29.6273)e0.05×0.5=1054.41 为什么在折现vin时候e的次方是-rt?

2024-07-23 14:58 2 · 回答

NO.PZ2019052801000038问题如下The priof a bonis $1,058, it ha coupon payment of $30 every six mouths, the last payment is three mouths ago. The continuous interest rate is 5%. Calculate the forwarpriof a 6-month forwarcontra on this bon A.$998.72.B.$1,032.21.C.$1,067.24.$1054.41.is correct.考点远期合约定价解析PV=30e−0.05×0.25=29.6273PV0=30e^{-0.05\times0.25}=29.6273\\PV​=30e−0.05×0.25=29.6273FP  =  (S0−PV)erT=(1058−29.6273)e0.05×0.5=1054.41FP\;=\;(S_0-PV0)e^{rT}=(1058-29.6273)e^{0.05\times0.5}=1054.41FP=(S0​−PV​)erT=(1058−29.6273)e0.05×0.5=1054.41如题,请问是哪里看出来1058是干净的报价?

2024-04-16 08:57 1 · 回答

NO.PZ2019052801000038 问题如下 The priof a bonis $1,058, it ha coupon payment of $30 every six mouths, the last payment is three mouths ago. The continuous interest rate is 5%. Calculate the forwarpriof a 6-month forwarcontra on this bon A.$998.72. B.$1,032.21. C.$1,067.24. $1054.41. is correct.考点远期合约定价解析PV=30e−0.05×0.25=29.6273PV0=30e^{-0.05\times0.25}=29.6273\\PV​=30e−0.05×0.25=29.6273FP  =  (S0−PV)erT=(1058−29.6273)e0.05×0.5=1054.41FP\;=\;(S_0-PV0)e^{rT}=(1058-29.6273)e^{0.05\times0.5}=1054.41FP=(S0​−PV​)erT=(1058−29.6273)e0.05×0.5=1054.41 请问是不是计算远期合约价格和期初价格的时候都不需要考虑long还是short?我记得老师讲课的时候,都是以long futures为例画图,因为FP为支出,所以cost要从FP的折现值里减掉;income为收入,所以要从PV里减掉,最后两个折现值在期初相等,算出FP。但如果是short futures,FP为收入,那是不是income要从FP的折现值里减掉,而cost要从PV里减掉呢?

2024-03-05 22:59 1 · 回答

NO.PZ2019052801000038 问题如下 The priof a bonis $1,058, it ha coupon payment of $30 every six mouths, the last payment is three mouths ago. The continuous interest rate is 5%. Calculate the forwarpriof a 6-month forwarcontra on this bon A.$998.72. B.$1,032.21. C.$1,067.24. $1054.41. is correct.考点远期合约定价解析PV=30e−0.05×0.25=29.6273PV0=30e^{-0.05\times0.25}=29.6273\\PV​=30e−0.05×0.25=29.6273FP  =  (S0−PV)erT=(1058−29.6273)e0.05×0.5=1054.41FP\;=\;(S_0-PV0)e^{rT}=(1058-29.6273)e^{0.05\times0.5}=1054.41FP=(S0​−PV​)erT=(1058−29.6273)e0.05×0.5=1054.41 这个难道不是未来我会拿到的v吗?应该是收入啊?谢谢!

2024-02-07 16:25 1 · 回答