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lin06 · 2019年03月09日

问一道题：NO.PZ2016082402000001

  1. FRM I
  2. Financial Markets And Products

问题如下图：

    

选项：

A.

B.

C.

D.

解释：


很多题目中都不说明是连续的还是离散的，怎么判断是用连续型公式还是离散型公式？

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orange品职答疑助手 · 2019年03月09日

同学你好。FRM里本身出题不是完全严谨的，它没有一个明确的说法碰到什么题型就一定要用什么样的计算方式。而且一般情况下，离散和连续的利率，相差并不是很大，不会影响到选项的确定。不过在算EAR的时候，还是离散用的更多些。

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