问题如下图:
选项:
A.
B.
C.
解释:
请问这里notional principal是什么意思呢?
NO.PZ2019103001000011 2.20%. 3.76%. B is correct. The totexpectereturn is calculateas: Totexpectereturn = Rolling yiel+ E(Change in pribaseon investor’s yielanyielspreview) – E(Cret losses) + E(Currengains or losses) Rolling yiel= Yielincome + Rollwn return 正常在计算中加上gain减去loss,但是有的时候给出的值不知道如何判断,比如说有些题目,expectegain or loss给的是0.5,这时候是加0.5;但是这道题给的标题直接给的expecteloss是0.13,就是减去0.13;那么是不是在前一种条件下,正负号就分别对应了gain和loss;在第二种情况下,正负号表示的意义跟第一种是相反的?
NO.PZ2019103001000011 如题 - lta y+1/2*C*lta y 平方 这里的D
NO.PZ2019103001000011 老师,这里第二年的price是98.62,与current year比,是上升了,那yiel是应该下降吗?所以这里的0.15%应该是用-0.15%代入计算吗? -5.19 * (-0.15%) + 1/2 * 22 * (−0.15%)2
NO.PZ2019103001000011 2.20%. 3.76%. B is correct. The totexpectereturn is calculateas: Totexpectereturn = Rolling yiel+ E(Change in pribaseon investor’s yielanyielspreview) – E(Cret losses) + E(Currengains or losses) Rolling yiel= Yielincome + Rollwn return 算不出0,78,0.15的平方太小了很难算
NO.PZ2019103001000011 老师您好,这里第一行写了notionprincipal等于200,后面的annucoupon payment是每100pvalue得payment,那计算yielincome的时候为什么不用✖️2?notionprincipal就是混淆的条件吗?还是什么时候会用的到?