问一道题：NO.PZ201812310200000304

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问题如下：

选项：

Based on Exhibit 1, the risk-neutral default probability for Bond I is closest to:

2.000%.

3.175%.

4.762%.

解释：

B is correct. The risk-neutral default probability, P*, is calculated using the current price, the expected receipt at maturity with no default (that is, 100 + 5 = 105), the expected receipt at maturity in the event of a default (that is, 0.40 × 105 = 42), and the risk-free rate of interest (0.03): 100=[105×(1-P^*)+(42×P^*)]/1.03
Solving for P* gives 0.031746, or 3.1746%.

老师您好，何老师在课上讲过这个计算其实是不要求掌握的，这个公式还得记么？

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WallE_品职答疑助手 · 2020年11月28日

同学您好，

可能您是听错了或者何老师口误了，这里是重点哈，需要计算的，当然这个也不复杂呢。还是要掌握的哈。

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NO.PZ201812310200000304问题如下Baseon Exhibit 1, the risk-neutrfault probability for BonI is closest to: A.2.000%. B.3.175%. C.4.762%.B is correct. The risk-neutrfault probability, P*, is calculateusing the current price, the expectereceipt maturity with no fault (this, 100 + 5 = 105), the expectereceipt maturity in the event of a fault (this, 0.40 × 105 = 42), anthe risk-free rate of interest (0.03): 100=[105×(1-P*)+(42×P*)]/1.03Solving for P* gives 0.031746, or 3.1746%.题目中的percentage of bonthservianmake full payment是什么意思？是po为什么

2023-03-29 22:05 1 · 回答

NO.PZ201812310200000304 3.175%. 4.762%. B is correct. The risk-neutrfault probability, P*, is calculateusing the current price, the expectereceipt maturity with no fault (this, 100 + 5 = 105), the expectereceipt maturity in the event of a fault (this, 0.40 × 105 = 42), anthe risk-free rate of interest (0.03): 100=[105×(1-P*)+(42×P*)]/1.03 Solving for P* gives 0.031746, or 3.1746%. 是用市场价格还是票面价值还是我们计算的fair value

2021-06-05 09:48 2 · 回答

这题不是给了POS=98%吗？不应该直接1-0.98吗

2020-03-24 16:26 1 · 回答

这个题老师讲过，但我不明白（1-98%）的PO根据公式反求的PO什么区别呢？或者说这两个完全是两个东西？

2020-02-10 20:15 3 · 回答

问一道题：NO.PZ201812310200000304

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