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

尼克内姆 · 2019年12月15日

问一道题:NO.PZ2018062016000093

问题如下:

The stocks of AAA company have a changing closing price over the last 3 month:

From May to July, the continuously compounded return of AAA company's stocks is:

选项:

A.

18.61%

B.

17.34%

C.

16.89%

解释:

A is correct. Based on definition, for a certain period, the continuously compounded return = the natural log of the period’s change. So we can calculate that: ln(159/132) = 18.61%

LN(FV/PV)=nr 为什么解答直接等于r呢????

1 个答案

星星_品职助教 · 2019年12月16日

同学你好,

这道题考察的是连续复利的求法,这个是lognormal distribution下的知识点,公式我建议直接套用上课时候的讲过的连续复利R=ln(S1/S0) 更为方便一些。这道题里159为S1,132为S0。如果公式忘了,视频上老师有推导,加油



  • 1

    回答
  • 1

    关注
  • 452

    浏览
相关问题

NO.PZ2018062016000093问题如下 The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is:A.18.61%B.17.34%C.16.89%A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%1.ppt上的s1/s0=eʳ,但是这里是只有三个月而不是一年,为什么eʳ不用总体再1/4次方(即三个月),r是年名义利率(投资率)2.题目所求的continuously compounng rate翻译成中文是求什么?

2022-11-04 12:50 1 · 回答

NO.PZ2018062016000093问题如下 The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is:A.18.61%B.17.34%C.16.89%A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%1.ppt上的s1/s0=eʳ,但是这里是只有三个月而不是一年,为什么eʳ不用总体再1/4次方(即三个月),r是年名义利率(投资率)2.题目所求的continuously compounng rate翻译成中文是求什么?

2022-11-04 12:50 1 · 回答

NO.PZ2018062016000093 问题如下 The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is: A.18.61% B.17.34% C.16.89% A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61% 这道题的公式在哪里?没找到

2022-09-04 22:03 1 · 回答

NO.PZ2018062016000093问题如下The stocks of Acompany have a changing closing priover the last 3 month:From Mto July, the continuously compounreturn of Acompany's stocks is: A.18.61% B.17.34% C.16.89% A is correct. Baseon finition, for a certain perio the continuously compounreturn = the naturlog of the perios change. So we ccalculate that: ln(159/132) = 18.61%我用期初132及期末159,计算出r为20.4545%,然后用e^r-1来计算连续复利的利率,最终得不到答案,我是把哪个定义搞错了吗?

2022-03-15 23:52 1 · 回答

NO.PZ2018062016000093 The stocks of Acompany have a changing closing priover the last 3 month: From Mto July, the continuously compounreturn of Acompany's stocks is: 您的回答正确答案是: A 18.61% B 17.34% C 不正确16.89%

2022-03-02 21:16 1 · 回答