题目内容 (请给出正确答案)
[主观题]

【单选题】What is the dollar VaR of the option portfolio using delta approximation method?

A、【单选题】What is the dollar VaR of the option portfoli

B、【单选题】What is the dollar VaR of the option portfoli

C、【单选题】What is the dollar VaR of the option portfoli

提问人:网友czly1028 发布时间:2022-01-07
参考答案
  抱歉!暂无答案,正在努力更新中……
如搜索结果不匹配,请 联系老师 获取答案
更多“【单选题】What is the dollar VaR of…”相关的问题
第1题
I wouldn’t be just glad if I won the five-million-dollar lottery; I’d be absolutely ecstatic.

A、active

B、patient

C、valuable

D、full of joy

点击查看答案
第2题
Which of the following is not the purpose of a meeting

A、Decision making

B、Problem solving

C、Bargaining

D、Sharing information

点击查看答案
第3题
It is not necessary to find time to mix with the citizens of the foreign country.
点击查看答案
第4题
“The two impressionist paintings are similar” implies “The two impressionist paintings are not identical”. ( )
点击查看答案
第5题
He has __________ carving up the company which Hammer created from almost nothing.

A、set out

B、set with

C、set on

D、set about

点击查看答案
第6题
International investors seem incapable of ending their love affair with the dollar. America's economy has slowed sharply this year, yet its currency has risen to a 15-year high in trade-weighted terms. Against the euro the dollar touched $0.88—8% higher than in early January and close to the level at which the European Central Bank and the Federal Reserve jointly intervened to prop up the European currency last September. Why is the euro looking sickly?

There are plenty of theories. One is that the markets do not trust the ECB: the euro-area economies are not immune to America's downturn, yet the central bank still seems more concerned with fighting inflation than with supporting growth; another more plausible explanation is that, in an uncertain global economic climate, the dollar has resumed its traditional role as a safe-haven currency. Most economists reckon that the euro is undervalued and expect a rebound over the next year. One of the most optimistic is Goldman Sachs, which is predicting a rate of $1.22 in 12 months.

点击查看答案
第7题
As a matter of fact,our life styles are changing and__________ our bodies.

A.as such

B.so such

C.such are

D.so are

点击查看答案
第8题
【单选题】[图]A、[图]B、[图]C、[图]...

【单选题】1.jpg

A、2.png

B、3.jpg

C、1572575637(1).jpg

点击查看答案
第9题
【单选题】What is the dollar VaR of the option portfolio at horizon K when volatility is assumed to be constant?

A、1.jpg

B、2.jpg

C、1572575838(1).jpg

点击查看答案
第10题
【填空题】已知证券的价格依赖于两个随机变量:黄铜价格和日元/美元兑换率。证券的价格与这两个变量有正向关系。假如这两个变量的风险市场价格分别是0.5和0.1,如果黄铜价格保持不变,那么证券的波动率将会是每年8%;如果日元/美元兑换率保持不变,那么证券的波动率将会是每年12%。无风险利率是每年7%,证券的预期增长率是()。
点击查看答案
账号:
你好,尊敬的用户
复制账号
发送账号至手机
密码将被重置
获取验证码
发送
温馨提示
该问题答案仅针对搜题卡用户开放,请点击购买搜题卡。
马上购买搜题卡
我已购买搜题卡, 登录账号 继续查看答案
重置密码
确认修改
欢迎分享答案

为鼓励登录用户提交答案,简答题每个月将会抽取一批参与作答的用户给予奖励,具体奖励活动请关注官方微信公众号:简答题

简答题官方微信公众号

警告:系统检测到您的账号存在安全风险

为了保护您的账号安全,请在“简答题”公众号进行验证,点击“官网服务”-“账号验证”后输入验证码“”完成验证,验证成功后方可继续查看答案!

微信搜一搜
简答题
点击打开微信
警告:系统检测到您的账号存在安全风险
抱歉,您的账号因涉嫌违反简答题购买须知被冻结。您可在“简答题”微信公众号中的“官网服务”-“账号解封申请”申请解封,或联系客服
微信搜一搜
简答题
点击打开微信