weaverfairy

QUOTE:

以下是引用random_walk在2011-6-7 15:30:00的发言：

Anyone remember there is a question in the afternoon similar to the 6*9 forward rate ?

the 3 mth, 6 mth and 9mth LIBOR are given.

 

but I'm not sure which rate should be used.

6 month

The answer is C 183,000

random_walk

Anyone remember there is a question in the afternoon similar to the 6*9 forward rate ?

the 3 mth, 6 mth and 9mth LIBOR are given.

 

but I'm not sure which rate should be used.

tianya1199

QUOTE:

以下是引用weaverfairy在2011-6-7 15:14:00的发言：

1是A 6*9 be 3 month and 6 month

2 不确定 但选的和你一样

1同意

2忘记了

sony116

这题选B

weaverfairy

QUOTE:

以下是引用aroma在2011-6-7 15:11:00的发言：

1. I guess I've chosen B...but should 6*9 be 3 month and 6 month? what is in the choice B?

2. I remember somewhere mentioned in the notes that it's a add on yield. so should be correct

1是A 6*9 be 3 month and 6 month

2 不确定 但选的和你一样

easygo

QUOTE:

以下是引用tianya1199在2011-6-7 14:37:00的发言：
还有关于anomalies那题有谁还记得题目？

大概是问momentum anomalies是指的什么 记得有个选项是 value什么的

aroma

QUOTE:

以下是引用random_walk在2011-6-7 15:02:00的发言：

1. I chose 6month and 3month...can't remember the detail..

2. I chose "interest is added on to the face value"

 

sign....not sure.....

1. I guess I've chosen B...but should 6*9 be 3 month and 6 month? what is in the choice B?

2. I remember somewhere mentioned in the notes that it's a add on yield. so should be correct

andiebogard

谨言慎行

andiebogard

谨言慎行

aroma

下午作完只剩下一刻钟了