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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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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
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