dpictureq

请问
1， 列出3xcharacteristic of quality market ？ 　我写了 liquidity 而已
2、 simple logical participant automatica trading: twmm, vwmm, implemtation shortfall . 我选了 implementation shortfall
Thank u

dpictureq

回复 65# bearbee


    要如何判断 assuring of completion, transparency.
Thanks

dpictureq

请问Currency hedge要选那一个
economic hedge, translation hedge, total currency hedge

dpictureq

先说几个100%确定的题，relative value 选b，反正不是1•1那个c，题目是问老爷子现在赠与与七年后赠与有何 ...
FiFi49 发表于 2012-6-5 00:31

    請問為什麼上下抵消? donor is subject to estate tax and recipient is subject to gift tax?..兩個不同 tax rate.應該不會抵銷...我也不確定
thank you

dpictureq

请问 15years& 30years的accrue after tax return 为什么不同.? Thank you

dpictureq

各位，大家看的都是notes吗？教材上面对部分题目写的很清楚啊！
1.老人给儿子gift的题目，分子分母都应开考 ...
sjzhqs 发表于 2012-6-5 15:38

请问教材上面说分子要用gift tax & 分母用estate tax.....可是如果没有给 estate tax 要这么算？
Thank you

dpictureq

1.    When interest rates rise but spreads narrow, how does a portfolio value change? It seems a par ...
jinnix 发表于 2012-6-7 00:45

    So the answer would be strategy1: use current portfolio duration will generate a high portfolio value?
Thank you

dpictureq

1.    When interest rates rise but spreads narrow, how does a portfolio value change? It seems a par ...
jinnix 发表于 2012-6-7 00:45

    So the answer would be strategy1: use current portfolio duration will generate a high portfolio value?
Thank you

dpictureq

[quote]You mean choice 1? Why is not benchmark duration or benchmark  spread duration?
future2012 发表于 2012-6-7 01:17 [/



int change, spread change n the portfolio duration is given in the question, so i just calculate the change in portfolio value by (duration x int change) . I got a greater number when I use the portfolio duration (choice1) rather than using the benchmarks duration
I am not sure though...which one did u choose

dpictureq

Which asset best repress the human capital: equity,  AAA CORPORTAT BOND, GOVERNMENT BOND, AMORTIZED MTG BOND...I chose amortized bond........not sure if it's correct