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摩羯大小姐 · 2022年01月11日

这个知识点在哪里呢

NO.PZ2018053101000044

问题如下:

Which is not true of mark-to-model valuations?

选项:

A. Return volatility may be understated.

B. Returns may be smooth and overstated.

C. A calibrated model will produce a reliable liquidation value.

解释:

C is correct. It is not true that a calibrated model will produce a reliable liquidation value in a mark-to-model valuation. The need to use a model for valuation arises when an asset is so illiquid that there are not reliable market values available. A model may reflect only an imperfect theoretical valuation, not a true liquidation value, should liquidation become necessary. The illiquid nature of alternative assets means that estimates, rather than observable transaction prices, may have been used for valuation purposes.

A and B are not correct because they are both true statements.

不知道考察的是哪个知识点
2 个答案
已采纳答案

lynn_品职助教 · 2022年01月12日

嗨,爱思考的PZer你好:


Performance Appraisal 里面的一小点。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

摩羯大小姐 · 2022年02月07日

这个题目能再展开解释下么~包括相关知识点,谢谢

Lucky_品职助教 · 2022年02月11日

嗨,努力学习的PZer你好:


这是原版书一道例题,基础班有讲解。主要是讨论针对一些结构复杂的产品估值时,如果没有可参考市值,就用模型估值。同学了解即可

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加油吧,让我们一起遇见更好的自己!

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