NO.PZ2020033001000072 问题如下 Within the log-normmol, how are basis-point volatility anyielvolatility changing over time ? Basis-point volatility Yielvolatility A.increases constant B.increases creases C.creases constant creases creases A is correct.考点Log-normmol解析In Log-normmol, basis-point volatility increases linearly anyielvolatility is constant. basis point是不是是指每一步的波动的变化,在mol4里面,每一次波动的变化是σ*r,yielvolatility指的是这个模型本身的波动率,在这些模型里 都是固定的σ?
NO.PZ2020033001000072问题如下 Within the log-normmol, how are basis-point volatility anyielvolatility changing over time ?Basis-point volatility YielvolatilityA.increases constantB.increases creasesC.creases constantcreases creases A is correct.考点Log-normmol解析In Log-normmol, basis-point volatility increases linearly anyielvolatility is constant. 不明白yiel此题目中是什么?在问什么?为什么是常数不变化?讲义何处可以参考?谢谢
NO.PZ2020033001000072问题如下 Within the log-normmol, how are basis-point volatility anyielvolatility changing over time ?Basis-point volatility YielvolatilityA.increases constantB.increases creasesC.creases constantcreases creases A is correct.考点Log-normmol解析In Log-normmol, basis-point volatility increases linearly anyielvolatility is constant. 波动率恒定但是r在变化,为什么只会增加不会下降
NO.PZ2020033001000072 z这个题怎么,没有懂
NO.PZ2020033001000072 但是如果basis-point volatility 是指σ*r,所以是线性增加的话。r可大可小啊,这样不就可能导致它可能增加也可能减少?