FRM一級估值與風險模型例題解析?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.
FRM一級數(shù)量分析例題解析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.
FRM一級風險管理基礎例題解析stocks valued,If the risk-free rate is 8 % and the risk-premium on the market is 7%,are Stock A and Stock C undervalued, properly valued, or overvalued,according to the security market line (SML)?