古同学2020-10-01 17:24:07

为什么不选A？解析没有说明，讲解说若波动率波动，则哪种方法都不合适。 但题库还有这题： When using the Monte Carlo approach to estimate the value of mortgage-backed securities(MBSs) the model should:? A use one consistent volatility measure for all interest rate paths. B use a short/long yield volatility approach. C use annual interest rates over the entire life of the mortgage security. D ignore the distribution of the interest rate paths used to determine the theoretical value. 正确答案B 您的答案B 这不是用多个波动率估计吗