题目内容

下列关于BS期权定价模型的说法，错误的是（）

A. 假设证券价格遵循几何布朗过程，即和是常数
B. 市场是完全的，证券交易和价格变动是连续的，并且在衍生证券有效期内没有现金收益支付
C. 在实证检验中，BS公式倾向于低估方差高的期权，高估方差低的期权
D. 风险收益偏好状态不会对衍生证券价值产生影响

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By “But to...it is not so”(Line 7) the author implies that _____.
［A］ most people are just followers of new ideas
［B］ even sound minds may commit silly errors
［C］ the popularly supported may be erroneous
［D］ nobody is immune to the influence of errors

［A］ constructive ［B］ damaging ［C］ reinforcing ［D］ retorting

During the Middle Ages the economic ideas of the Roman Catholic church were expressed in the law of the church, which condemned the taking of interest for money loaned and regarded commerce as inferior to agriculture.

外汇风险类型中经济风险()

A. 是具有账面意义的风险头寸
B. 会给当事人带来账面损益
C. 是汇率变动日的汇率与原计划预期的汇率不同，而使企业预计的收益发生变化的可能性
D. 涉及本、外币兑换与折算的预期交易净额