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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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老师,我想请问一下EC与EL、UL的关系。问题由下题而来,谢谢老师! Which best describes the relationship between economic capital and unexpected loss? A.Economic capital is a multiple of unexpected loss B.Economic capital is unrelated to unexpected loss C.Economic capital is equal to (synonymous with) unexpected loss D.Economic capital is unexpected loss plus credit value at risk (CVaR)
查看试题 已回答第27题,算出的gamma是-6000,题目里面gamma是1.5,要对冲正1.5,不应该是short吗,怎么是long呢?还有请问,当题目中给除了delta和gamma,什么时候是乘delta,什么时候是除delta呢?比例题目中的gamma是-6000,为什么不是6000*1.5呢
已回答






