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只剩些破碎的记忆。。。
1. 一个有关body是piecewise distribution,tail是别的什么distribution
2. BIA考了,给了三年的Gross Income,还有outsource fee
3. copula考了tail dependency
4. buy credit spread call,receive (difference form 6 month LIBOR and 1 yr LIBOR)- 75bps,问CE
5. Irish和US危机的共同点
6. barbell和bullet的duration和convexity
7. BSM为什么不能price fix income
8. Equity timing strategy
9. Basel III里liquity的各种time horizon和比值,Tier1,2,
10. 还有问bank从另一个bank借钱后给一个公司loan,可用哪种credit enhancement:CLN,CDS,total return swap,还有一个忘了
11. KMV model
12. 新兴国家default的pattern
13. 算RAROC和ARAROC
14. liquidity duration
15. 考了convertible arbitrage
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