[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-017":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"deriv_prac","衍生性金融商品銷售人員資格測驗——衍生性金融商品概論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"deriv_prac-18-017","18",17,"δ(Delta)變動所引發選擇權價值變動的風險，係指下列何者？",[13,14,15,16],"θ(Theta)風險","δ(Delta)風險","γ(Gamma)風險","ρ(Rho)風險",2,"衍生性商品概論",1,"Delta 衡量標的資產價格變動一單位時，選擇權價值跟著變動多少，但 Delta 本身不是定值：標的價格一移動，選擇權的價內外程度改變，Delta 也跟著變。這種 Delta 會漂移所引發的價值變動，由 (C) Gamma 捕捉；Gamma 是選擇權價值對標的價格的二階敏感度，也就是 Delta 的變動率，在價平且接近到期時最大。(B) Delta 風險指的是標的價格直接變動造成的一階損益，不是 Delta 自身的變動。(A) Theta 對應時間經過、(D) Rho 對應利率，都與標的價格無關。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"deriv_prac-18-018","結算前風險可以區分為現有違約風險及潛在違約風險，關於違約風險，下列敘述何者錯誤？",18,{"id":28,"question":29,"qno":30},"deriv_prac-18-022","臺灣市場上所稱之「連動債」或「結構債」，其本質係屬於下列何者？",22,{"id":32,"question":33,"qno":34},"deriv_prac-18-024","台灣的某家進口廠商預期在 3 個月後須支付一筆歐元 100,000，在無做任何避險交易下，廠商所擔心的是，屆時台幣將會作何變化？",24,{"id":36,"question":37,"qno":38},"deriv_prac-18-025","「利率上限」(interest rate cap)簡稱為 Cap，以下敘述何者為正確？",25,{"id":40,"question":41,"qno":42},"deriv_prac-18-026","證券商與銀行可以利用「資產交換」的方式，將可轉換公司債分解成哪兩大部分？",26,{"id":44,"question":45,"qno":46},"deriv_prac-18-027","保本型外幣組合式商品結構為：",27,1785157761883]