[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-20-050":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-20-050","20",50,"下列何者不屬於選擇權風險的衡量方法？",[13,14,15,16],"Delta 法","敏感度分析法","共變異數法","模擬法",2,"衍生性商品概論",1,"選擇權損益對標的價格是非線性的，衡量風險時通常靠三類工具：以 Delta、Gamma、Vega 等希臘字母為核心的 Delta 法，逐一改變單一風險因子觀察權利金反應的敏感度分析法，以及用歷史情境或蒙地卡羅產生大量價格路徑的模擬法，(A)(B)(D) 都在其中。(C) 共變異數法是估算風險值時假設報酬呈常態分配、用變異數與相關係數推算投資組合波動度的做法，本質上是線性近似，碰到選擇權的凸性與波動率風險會嚴重低估，並不歸類為選擇權風險的衡量方法，故選 (C)。","medium",[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？",26,1785157763717]