严同学2018-05-04 19:28:06
严同学64题，既然Negative correlation between equity and senior tranches, correlations for equity tranches increased during financial crisis, 那么不就推导出correlations for senior tranches decreased during financial crisis?
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Galina2018-05-07 14:30:33
GalinaNegative correlation between equity and senior tranches这是原来模型的假设。
real world是与之相违背的。
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这道题目问的是什么不太明白？ABC选项本身的描述是正确的？D选项应该改成correlations for senior tranches increased during financial crisis?
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问的就是危机时，哪个不是真实市场情况。
你说的是对的。
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