zyjzyj1975

QUOTE:

以下是引用efeepower在2010-6-7 1:30:00的发言：

analyst forum 都上不去了。又记起几道北美题。

 

quants: 1) why is it not a good time series model? 选了autocorrelation 还有一题和time series 相关的，我记得和ARCH 有关，但不记得题干了。

 

econ：1) regulation on emission: social regulation for market failure, econ regulation for lemon problem, econ regulation for assymetric information? I picked B, but now I think it should be A

2) dealer 1 has bigger spread than dealer 2. I picked expectation on FX volatility.

3) how much foreign currency for 1 dollar using dealer 2?

4) if future rate is higher than expected future rate (I calculated it based on int rate), borrow or lend $?

我觉得dealer spread应该是illiguidity造成的

宾客

QUOTE:

以下是引用brightcool在2010-6-7 1:29:00的发言：

来自国外评论

 

would like to hear from other retakers

Posted by: gjertsen (IP Logged)

Date: June 6, 2010 09:39AM

My impression of the exam yesterday was.... wow. That felt like a *gift* compared to last year. Pretty sure I botched the first ethics vignette and probably was a little weak on Derivatives, but overall I thought it was fairly straightforward, no surprises, etc.

The biggest surprise was probably calculating a prepayment when we were given not the PSA or the CPR, but the SMM!!

Those of you who took Level 2 last year: did you feel like it was a completely different experience? My theory is that when they first went to the 3 choice format they wanted to make sure it wasn't too easy, and made it a really hard test, and then maybe the pendulum swung back a little too far the other direction

 

看在眼里，痛在心里。

CFA若是做不到一碗水端平，那么气数也就这样了。

jjkate2001

北美的数量最后一题ARCH模型，给了一张表，问你两组结果哪个反映了异方差，这题选什么啊？

zyjzyj1975

QUOTE:

以下是引用jjkate2001在2010-6-7 1:39:00的发言：
北美的数量最后一题ARCH模型，给了一张表，问你两组结果哪个反映了异方差，这题选什么啊？

我猜的portfolio B

efeepower

QUOTE:

以下是引用jjkate2001在2010-6-7 1:39:00的发言：
北美的数量最后一题ARCH模型，给了一张表，问你两组结果哪个反映了异方差，这题选什么啊？

异方差 in english is? i remember I picked the one with significant t stats. the t-test is 3.xx

[此贴子已经被作者于2010-6-7 1:41:57编辑过]

ak56

QUOTE:

以下是引用宾客在2010-6-7 1:38:00的发言：

 

看在眼里，痛在心里。

CFA若是做不到一碗水端平，那么气数也就这样了。

毋庸置疑，实际考题比mock难很多，不是同一个级别的。而mock是全球共用的吧？能否说明什么问题呢？

brightcool

QUOTE:

以下是引用jjkate2001在2010-6-7 1:39:00的发言：
北美的数量最后一题ARCH模型，给了一张表，问你两组结果哪个反映了异方差，这题选什么啊？

我选的C  TTEST都没有显著性

brightcool

QUOTE:

以下是引用zyjzyj1975在2010-6-7 1:38:00的发言：

我觉得dealer spread应该是illiguidity造成的

如果WIDER  SPREAD  2个原因  一是 INCREASED VOLATILITY   一是 ILLIQUIDITY 题目说的啥不知道了

jjkate2001

QUOTE:

以下是引用brightcool在2010-6-7 1:46:00的发言：

我选的C  TTEST都没有显著性

我也选的C，看了题目上t test两个值都小于2，就猜了都没问题吧

brightcool

QUOTE:

以下是引用jjkate2001在2010-6-7 1:50:00的发言：

我也选的C，看了题目上t test两个值都小于2，就猜了都没问题吧

应该没问题  。。