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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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百题最后一大章节 页码P49-54 公式AE = OS + α*COM 图中对α的解释是: "the fraction of committed funds frawn down given default" 是不是写反了, 应该是uncommitted? 谢谢老师!
已解决A distribution of asset returns that has a significantly higher probability of obtaining large losses is described as: A Thin tailed B Asymmetrical C Fat tailed D Symmetrical 老师好,这道题是不是应该选择B啊?
查看试题 已回答请问老师: currency swap中:receive euro coupon,pay yen coupon。老师说相当于long euro bond,short yen bond。 我的理解为:long是约定未来以一定的价格买入,如果long euro,也就是说未来以一定的价格买入euro,这不就是要支付euro吗?
已解决老师好,Positive-skewed distributions are those with a longer tail to the right side of the distribution, and the mass of left of the expected value is greater. 这句话后半句什么意思,正偏度不是应该右侧概率高吗?
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