王同学2020-07-14 23:06:47
14分34秒 经济资本的定义“distance between the expected outcome and the unexpected outcome at a certain confidence level” 这句话怎么理解?预期损失和非预期损失的差值? 老师怎么说的是 WCL和EL的差值
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Cindy2020-07-15 17:19:48
同学你好,以老师说的为主哦,
distance between the expected outcome and the unexpected outcome at a certain confidence level” 这句话的意思就是WCL和EL的差值
WCL指的就是at a certain confidence level下的unexpected outcome
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