NO.PZ2020011303000060
问题如下:
If there are 400 simulations on the loss (gain) from an investment,
解释:
如果对一项投资的损失(收益)有 400 次模拟,99%的ES是多少?
It is the average of the four worst losses. 尾部4个损失取平均
基础讲义何处有此公式?
上小学 · 2023年04月05日
NO.PZ2020011303000060
问题如下:
If there are 400 simulations on the loss (gain) from an investment,
解释:
如果对一项投资的损失(收益)有 400 次模拟,99%的ES是多少?
It is the average of the four worst losses. 尾部4个损失取平均
基础讲义何处有此公式?