1. what is basis risk? not mentioned in the class. 2. What rogue trader means or which kind of behaviour can be classied as rogue trader? 3. Could you please explain what is tracking error? Thanks
Basic Risk Types
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what is basis risk? not mentioned in the class. What rogue trader means or which kind of behaviour can be classied as rogue trader? Thanks
Risk Classification、Basic Risk Types
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what is basis risk? not mentioned in the class.
Risk Classification、Basic Risk Types
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P（AB）=P（A）+P（B）-P（AB），选项D为什么可以直接相加？A和B又不独立
Quantitative Analysis
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听吴老师说，如果服从椭圆分布，其实VaR也是subadditive的。
Measures of Financial Risk
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老师，帮我看下24题哪里错了
Valuation and Risk Models
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老师，23题我写的哪里有问题呢
Valuation and Risk Models
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习题册181题，是不是写错了，最后算Cov时候，应该除以5，而不是4，答案应为18？
Quantitative Analysis
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19题我怎么算都是8.47，答案是10，我不知道哪里出问题了
Valuation and Risk Models
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4200是指购买一手期货，一手期货有4200份吗？
Financial Markets and Products
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