问题如下图:
选项:
A.
B.
C.
D.
解释:
用排除法可以作对,那C为什么对呢?deltanormal和矩阵有什么关系?
NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 如题
NO.PZ2016070202000017问题如下 Whiof the following is most accurate with respeto lta-normVAR?A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors.B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration.C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication.The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable.The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false.lta norm用协方差矩阵计算的过程可以帮忙写一下吗,理解不了
NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 我就是看到accurate和unstable,就排除了,这么排除对么还有c为啥对呢?有相关讲义么,谢谢~
NO.PZ2016070202000017 The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 老师C说的前半段协方差矩阵和后面说VaR只用simple martrix,能不能一下两者的区别
NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 老师您好,我看之前的问题的解答,说这道题是在一级里学过。但我现在二级和一级隔了3年了,基本忘光了一级的内容。那么二级考试中,会出现一级的知识吗?如果会,需要专门去复习吗?如果需要复习,重点看一级的哪些内容呢?谢谢!