[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-028":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-18-028","18",28,"選擇權的避險參數 Theta 是描述何種參數變動對於選擇權價值的影響？",[13,14,15,16],"利率","波動度","存續時間","標的資產價格",2,"衍生性商品概論",1,"Theta 衡量的是 (C) 存續時間，也就是其他條件不變下，時間每經過一天，選擇權價值會減損多少。選擇權價值由內含價值與時間價值組成，離到期日越遠，標的價格朝有利方向移動的機會越大，時間價值越高；隨著到期日逼近，這份還有機會的價值一路流失，到期時歸零，因此買方的 Theta 通常為負、賣方為正，這種現象稱為時間耗損，價平選擇權在接近到期時衰減得最快。(A) 利率對應的是 Rho、(B) 波動度對應 Vega、(D) 標的資產價格對應 Delta，三者衡量的變數都不是時間。","easy",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"deriv_prac-18-017","δ(Delta)變動所引發選擇權價值變動的風險，係指下列何者？",17,{"id":28,"question":29,"qno":30},"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":32,"question":33,"qno":34},"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":36,"question":37,"qno":38},"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":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"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？",26,1785157762003]