【单选题】What is the 3-year swap price on corn? Assume interest rates over the next 3 years are 6.2%, 6.5%, and 6.8%. The prepaid swap price is given as $6.50.
【单选题】Assume the net swap payment is $.50 on a reverse transaction involving a 3-year corn swap. What is the market value of the swap given interest rates on zero coupon treasury bonds are 5.2%, 5.6%, and 6...
【单选题】山西面塑注重色彩,花色绚丽,当地人称之为( )。
【单选题】An investor enters into a two year swap agreement to purchase crude oil at $43.26 per barrel. Soon after the swap is created forward prices rise and the new swap price on a similar swap is $44.12. If ...
【判断题】实物量具指使用时以固定形态复现或提供给定量的一个或多个已知值的器具。
【单选题】Suppose the quote for a five-year swap with semiannual payments is 8.50—8.60 percent. The means:
A.
The swap bank will pay semiannual fixed-rate dollar payments of 8.50 percent against receiving six-month dollar LIBOR.
B.
The swap bank will receive semiannual fixed-rate dollar payments of 8.60 percent against paying six-month dollar LIBOR.
【单选题】山西面塑注重色彩,花色绚丽,当地人称之为( )。
【判断题】实物量具指使用时以固定形态复现或提供给定量的一个波多个已知值的器具。
【简答题】The LIBOR zero curve is flat at 5% (continuously compounded) out to 1.5 years. Swap rates for 2- and 3-year semiannual pay swaps are 5.4% and 5.6%, respectively. Estimate the LIBOR zero rates for matu...
【单选题】在风险损失发生前、发生时或发生之后,有针对性地采取有效的措施,消除或减少可能引起损失的各种因素、减少损失程度的风险处理方法是()。