Market Risk 第15页， 如图的1、2、5不明白，同时，1、2可以用公式解释下吗？

请问这个dirty price中163/360这个部分用计算机如何计算

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

老师，VaR指的是loss，应该是在左边尾巴上（图一）？为什么backtest的时候，计算的结果是跟双尾的置信区间1.96来比较（图二）？图三的nonrejection region也是按双尾的置信区间对应的值来计算的。为什么不是单尾呢？

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