[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-19-017":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-19-017","19",17,"市場利率變動所引發選擇權價值變動的風險是指：",[13,14,15,16],"θ(Theta)風險","δ(Delta)風險","γ(Gamma)風險","ρ(Rho)風險",3,"衍生性商品概論",1,"選擇權的敏感度指標各自對應一個變動來源：Rho 衡量無風險利率每變動一單位時選擇權價值的變動幅度，市場利率正是透過折現因子與持有成本影響權利金，因此利率變動引發的價值變動歸類為 Rho 風險。買權的 Rho 為正、賣權的 Rho 為負，且剩餘期間越長，Rho 的絕對值越大。(A) Theta 衡量時間消逝造成的價值減損，是賣方的朋友、買方的敵人；(B) Delta 衡量標的資產價格變動的影響；(C) Gamma 是 Delta 對標的價格的二階敏感度，反映避險部位需要調整的頻率。四者對應的變數不能混。","medium",[23,26,30,34,38,42],{"id":24,"question":25,"qno":10},"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？",{"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？",26,1785157762592]