[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-18-039":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"deriv_prac-18-039","18",39,"平均選擇權又被稱為下列何者？",[13,14,15,16],"美式選擇權","亞洲式選擇權","障礙選擇權","上限選擇權",1,"衍生性商品概論","平均選擇權的履約結算不看到期日當天的單一價格，而是取契約期間內多次觀察價格的平均值來計算損益，因為最早盛行於亞洲市場，習慣上又稱亞洲式選擇權，故 (B) 正確。用平均價的好處是可以壓抑到期日附近被人為拉抬或摜壓的操縱風險，波動也較單一時點溫和，所以權利金通常比同條件的一般選擇權便宜，適合有連續進出貨需求的避險者。(A) 美式選擇權講的是「何時可履約」，指到期前任何一天都能行使，與取平均價無關。(C) 障礙選擇權是價格觸及特定水準才生效或失效。(D) 上限選擇權設有獲利上限，三者都是另一類奇異選擇權。","easy",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",26,1785157762153]