[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-20-049":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-20-049","20",49,"選擇權的 Delta 風險係指下列何者？",[13,14,15,16],"選擇權標的物價格變動一單位時，選擇權權利金將會變動的幅度","因選擇權的 Delta 變動所形成的風險","選擇權標的現貨價格波動程度 1%時，選擇權權利金變動的幅度","當到期日逐日逼近時，選擇權權利金降低的幅度",0,"衍生性商品概論",1,"Delta 衡量標的物價格與權利金的連動：標的價格變動一單位時，權利金會跟著變動多少，數值落在買權的 0 到 1、賣權的 −1 到 0 之間，實務上也當避險比率用，故 (A) 正確。(B) 講的是 Delta 本身的變動速度，那是 Gamma，數值越大代表 Delta 越不穩定，避險部位得更頻繁調整。(C) 是標的價格波動率每變動 1% 對權利金的影響，屬於 Vega。(D) 描述時間流逝造成權利金衰減的幅度，是 Theta。四個希臘字母分別對應價格、Delta 變化、波動率與時間，別張冠李戴。","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？",26,1785157763704]