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今日打卡 · 2022年02月23日

能解释一下为什么用ln计算么,没太懂

NO.PZ2017092702000093

问题如下:

The weekly closing prices of Mordice Corporation shares are as follows:

The continuously compounded return of Mordice Corporation shares for the period August 1 to August 15 is closest to:

选项:

A.

6.90%

B.

7.14%

C.

8.95%

解释:

A is correct.

The continuously compounded return of an asset over a period is equal to the natural log of period’s change. In this case: ln(120/112) = 6.90%

资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中:ln(120/112) = 6.90%

能解释一下为什么用ln计算么,没太懂

1 个答案

星星_品职助教 · 2022年02月24日

同学你好,

continuously compounded return=Ln(期末价格 / 期初价格),这是一个固定的公式。

具体情况可以参照这个地方的讲解。


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