DERWEI

QUOTE:

以下是引用cathytutu在2007-12-4 9:47:00的发言：

I agree with u on the covered-call question.

I put much effort on covered call and protective put matters. But only 3-4 quesitons appeared in all.

我記得是4 題 ，其它3題是

其中一題問european call  maximum value: 答案是b  underlying  assets

好像一題是問選擇權的value

一題是purchase a bond put option ,exercise 5 %, in a swap contract ,  if it profit from:

我好像是選b" less  than 5% ，if immediately sell it

micky

现在开始觉得各地的考题有细微差别了，不知有没有在U.S考的，我明明记得是问的American put maximal value

路西菲尔

计算题都挺简单的[em01]

DDHC

楼上的安静点，显摆个什么劲

路西菲尔

我说计算题简单关你什么事
那是我的感觉
[em05]

seraph

时间可以多出很多。计算比模考的少很多。概念理解的多了。好些题是送分的。也有好些概念题吃不准。感觉还是概念要理解，比如经济学里的AD，AS，还有各种竞争条件下的demand，supply的关系什么的。利率平价模型什么的，基本没考。财务考的计算也少。主要是分析各种财务处理对各种比率的影响。


对了，个人感觉，官方模考题很有用。

plato

什么都不记得了。。。。

但是看了大家的讨论，，，我感觉我应该能过~~  紧张紧张！

希望明年6月过 level-2

yuniko25

刚从上海回到广州,一身疲倦,上帝保佑付出过努力的我们都过!!!

japhyhan

QUOTE:

以下是引用micky在2007-12-4 12:15:00的发言：

现在开始觉得各地的考题有细微差别了，不知有没有在U.S考的，我明明记得是问的American put maximal value

是啊，

一題是purchase a bond put option ,exercise 5 %, in a swap contract ,  if it profit from:

我好像是選b" less  than 5% ，if immediately sell it

这道好像也没有吧，确实有考swap的，但不是这样

一題是purchase a bond put option ,exercise 5 %, in a swap contract ,  if it profit from:

我好像是選b" less  than 5% ，if immediately sell it

这道好像也没有吧，确实有考swap的，但不是这样

steve4279

1. How about the question ask what is the orfer type for buy back the sell short?
it has stop loss and stop buy in there. I chose the stop buy but think it might be the stop loss.
A
2 Also. the 50% chnace up or down question on stocks, ask what's the total probability for no less than 4 up days.
What's answer?

3. The widest scenario between Zspread and Normainal spreas? choices are zero-bond, or amortizing bond, on steep yield curve or flat curve, 4 combinations.

4,