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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;
老师您好,488题storage cost为什么答案是直接用0.45/5.05 ?这算的是储存成本占现价的百分比呀. 我能够把0.45按照连续复利的形式折现到起初,然后在spot price基础上加上储存成本来计算吗?谢谢
老师下面这段话怎么理解? Expected shortfall is a special case of the risk spectrum measure that is found by setting the weighting function to 1 / (1 − confidence level) for tail losses that all have an equal weight
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