齐王木木 · 2020年03月05日
问题如下：
Harry, a fund manager in Alpha Investment, has a $100 bond portfolio. He expects an increase in interest rate in the near future. Apart from scenario analysis, which risk measures below can help him to assess the relevant risk?
选项： delta and
gamma
duration and convexity
C.tracking error and VaR
解释：
B is correct.
考点: Risk measures
解析：这是一个与债券相关的portfolio，duration 和convexity可以很好的衡量债券的利率风险。delta and gamma衡量的是。
我按顺序刚开始听课，想请问剩下选项的知识点是不是之后会学啊？
老师您好，这道题是说除了sensitivity分析，在敏感性分析中可以用久期和凸度来分析，因此除了敏感分析，可以再用VaR啊？
Harry, a funmanager in Alpha Investment, ha $100 bonportfolio. He expects increase in interest rate in the nefuture. Apart from scenario analysis, whirisk measures below chelp him to assess the relevant risk? lta angamma ration anconvexity tracking error anV B is correct. 考点: Risk measures 解析这是一个与债券相关的portfolio，ration 和convexity可以很好的衡量债券的利率风险。lta angamma衡量的是。 tracking error 是什么？
Harry, a funmanager in Alpha Investment, ha $100 bonportfolio. He expects increase in interest rate in the nefuture. Apart from scenario analysis, whirisk measures below chelp him to assess the relevant risk? lta angamma ration anconvexity tracking error anV B is correct. 考点: Risk measures 解析这是一个与债券相关的portfolio，ration 和convexity可以很好的衡量债券的利率风险。lta angamma衡量的是。 答案中Gamm和 lta衡量的是什么？是否缺失了？
这道题为什么不能选C啊？
