NO.PZ2020011303000061
问题如下：
What does the delta-normal model assume?
解释：
The delta normal model assumes a linear relationship between changes in the value of a portfolio and the changes in the value of the portfolio risk factors.
题目问：delta-normal model的假设是什么？
假设组合的value变化与风险因子是线性相关关系
老师您好，这道题准确的答案是不是应该：delta-normal 有两个前提假设，一个是正态分布，第二个是金融产品和风险因素呈线性关系？
