A risk analyst notices that the distribution he is assessing has a large number of observations in the right tail which are mostly unexpected and a small number of observations in the left tail, many of which are also unexpected. Which of the following statistical measures would help the analyst identify the distribution’s characteristics? I.Variance of weekly price changes II.Kurtosis of weekly price changes A I only B II only C Both I and II D Neither I nor II 平均正确率：54.4% 正确答案：B你的答案：C 解析 The distribution is skewed and leptokurtic. To measure the magnitude of these skewed tails, the analyst needs to consider both the skewness and kurtosis.

老师您好，为什么计算s0时用asset的价值，而计算f时用strike价值呢？

想问下这道题的具体过程

请问第二个选项的意思？

B越小误差越小可以理解，但为什么C越大误差越小呢？

老师您好，能解释下notch-up和notch-down approach吗？

老师你好 pension plan里的PB和PC 提到了雇员和雇主 这两类人分别是指金融公司和投保人 还是指谁

为什么股息用3%的利率折回1个月？

中心极限定理公式的含义以及算法，谢谢

老师，请问是不是可以这么理解： 1.在谈到GBM时，说“Price increments”是假定正态分布的。但是，ε是随机变动，不属于正态分布？ 2.在确定分布方法时所使用的只看历史数据方法如bootstrapping展期法时，针对于展期法所使用的数据，并不属于正态分布？ 谢谢！