杜同学2018-07-04 12:58:32
这题解释的whatever relationship具体指什么,请举例 22.单选题 收藏 标记 纠错 One advantage of the Monte Carlo simulation approach over the historical method when calculating VAR is the simulation approach: A makes better use of computing power. B takes advantage of the normal distribution. C incorporates flexibility in modeling price paths. D equates past performance to future results. 上一题 下一题 正确答案C 您的答案D本题平均正确率:53% Conduct a Monte Carlo Simulation 难度:容易 推荐: 答案解析 The Monte Carlo approach allows for whatever relationships the VAR modeler would like to take into account. It is the most flexible method for generating VAR.
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Crystal2018-07-04 18:44:10
同学你好,这个其实说的是计算var值的方式有很多种,但是我们FRM研究的主要的就有两种一种是正态分布的,还有一个是lognormal的计算方式,但是其实还有很多,只是我们不考,也不学。但是Monte Carlo都是可以涵盖的。
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