NO.PZ2020042003000054
问题如下:
Which of the following cash flows belong to
the Deterministic amount/Stochastic times category?
选项:
A. Payout of one-touch options
fixed rate mortgages (Assume the amount is
risk free)
floating rate coupons
credit lines open to clients
解释:
考点:对A Taxonomy of Cash Flows的理解
答案:A
解析:
选项A属于Deterministic
amount/Stochastic times
选项B属于Deterministic
amount/Deterministic times
选项C属于Stochastic
amount/Deterministic time
选项D属于Stochastic
amount/Stochastic time
D不应该是determinate amount, stochastic time 么
给客户的信用额度不是固定的么,就看可客户什么时间用啊