FRM一级估值与风险模型例题risk-neutral probability

FRM一级估值与风险模型例题解析​An analyst is pricing a 2-year European put option on a non-dividend-paying stock busing a binomial tree with two time steps of one year each.

发布时间：2025-07-02 16:10

FRM一级金融市场产品例题解析weighted average maturity

FRM一级金融市场产品例题解析A pass-through mortgage-based security (MBS) assumes a 200% PSA prepayment speed.

发布时间：2025-06-30 15:13

FRM一级数量分析例题解析linear regression

FRM一级数量分析例题解析linear regression，Bob, FRM and Joy, FRM are planning to do a regression analysis. They discuss specifying the stock return equation they wish to estimate.

发布时间：2025-06-27 14:35