二级考完，感觉如何?

muimui725 发表于 2014-11-18 19:29
Jan 2 2015

这个日期是很有可能提前的吧，GARP貌似经常提前出成绩

keanu_lau 发表于 2014-11-19 10:59
这个日期是很有可能提前的吧，GARP貌似经常提前出成绩

Btw , anyone remember there is a questions about variance swap and volatility swap ?? Which answer did you choose?

muimui725 发表于 2014-11-19 13:53
Btw , anyone remember there is a questions about variance swap and volatility swap ?? Which answer ...

这道题完全不会。

muimui725 发表于 2014-11-19 13:53
Btw , anyone remember there is a questions about variance swap and volatility swap ?? Which answer ...

有哪些选项？

apple1999 发表于 2014-11-19 15:48
有哪些选项？

我選了variance swap is easier to price than volatility swap. Do u have impression there is another choice which relate to european options can replicate. Just wonder that choice is talking about variance or volatility swap

muimui725 发表于 2014-11-19 16:25
我選了variance swap is easier to price than volatility swap. Do u have impression there is another ...

没有印象了，只记得有这道题

muimui725 发表于 2014-11-19 13:53
Btw , anyone remember there is a questions about variance swap and volatility swap ?? Which answer ...

Variance swaps are easier to price and hedge than volatility swaps since they can be replicated using a collection of call and put options.

chenfanch 发表于 2014-11-19 18:09
Variance swaps are easier to price and hedge than volatility swaps since they can be replicated us ...

I choose the varswap is easier to price but I remember there is a choice about replication of one of them. Do you rmb which ?

啥都不会。。。。

这题完全猜的。。不懂说什么