问题如下图:
选项:
A.
B.
C.
D.
解释:
请问老师,选项D描述的是什么意思?NO.PZ2020042003000005问题如下 Whiof the following statement is notcorrect? We cuse the fferenbetween the biansk prices a cost of liquity. When we measure the market liquity, tightnessrefers to the cost of a rountrip transaction, anis typically measurebythe biask spreanbrokers’ commissions. When we measure the market liquity, pthscribes the length of time for whia lumpy orr moves the market awfromthe equilibrium price.If the biask sprewere a constant, then going long the offer anshort the biwoula prectable cost of ing the tra. 考点对Transaction liquity risk measurement的理解答案 C表述错误,因此本题选C。解析C表述错误,pth正确的表述为: pth scribes how large orr it takes to move the marketaersely.C描述的情景属于Resiliency:resilienis the length of time for whia lumpy orr moves the market awayfrom the equilibrium price. cost of liq 不是需要1/2•sprea
NO.PZ2020042003000005 问题如下 Whiof the following statement is notcorrect? We cuse the fferenbetween the biansk prices a cost of liquity. When we measure the market liquity, tightnessrefers to the cost of a rountrip transaction, anis typically measurebythe biask spreanbrokers’ commissions. When we measure the market liquity, pthscribes the length of time for whia lumpy orr moves the market awfromthe equilibrium price. If the biask sprewere a constant, then going long the offer anshort the biwoula prectable cost of ing the tra. 考点对Transaction liquity risk measurement的理解答案 C表述错误,因此本题选C。解析C表述错误,pth正确的表述为: pth scribes how large orr it takes to move the marketaersely.C描述的情景属于Resiliency:resilienis the length of time for whia lumpy orr moves the market awayfrom the equilibrium price. 如题
When we measure the market liquity, tightnessrefers to the cost of a rountrip transaction, anis typically measurebythe biask spreanbrokers’ commissions. When we measure the market liquity, pthscribes the length of time for whia lumpy orr moves the market awfromthe equilibrium price. If the biask sprewere a constant, then going long the offer anshort the biwoula prectable cost of ing the tra. 考点对Transaction liquity risk measurement的理解 答案 C表述错误,因此本题选解析 C表述错误,pth正确的表述为: pth scribes how large orr it takes to move the marketaersely. C描述的情景属于Resiliency:resilienis the length of time for whia lumpy orr moves the market awayfrom the equilibrium price. 想问下这是在讲义的第几页?