问题如下图:
选项:
A.
B.
C.
D.
解释:
这个题的答案,有点模糊,不是很理解A和DNO.PZ2016062402000035问题如下 A risk manager hbeen requested to provi some incation of the accuraof a Monte Carlo simulation. Using 1,000 replications of a normally stributevariable S, the relative error in the one-y 99% Vis 5%. Unr these contions, Using 1,000 replications of a long option position on S shoulcreate a larger relative error. Using 10,000 replications shoulcreate a larger relative error. Using another set of 1,000 replications will create exameasure of 5.0% for relative error. Using 1,000 replications of a short option position on S shoulcreate a larger relative error. Short option positions have long left tails, whimakes it more fficult to estimate a left-tailequantile precisely. Accurawith inpennt aws increases with the square root of K. Thus increasing the number of replications shoulshrink the stanrerror, so answer B is incorrect. 这道题没看懂?。。。
老师,此题C错在哪里?
relative error 在这里是什么意思?是专业名词还是就是字面意思“相对误差”的意思?
这道题何老师在经典题讲过, 关于A,右偏 所以会更靠近分为点,这部分我理解。 可是为什么因此就能得到 relative error越小的结论呢? 何老师视频中说的是 估计的会越精确,我不大理解为什么会有这个结论 谢谢 )
老师,你好,我理解a 会导致尾部更大的估计误差,一个是正,一个是负吧