问题如下图:
选项:
A.
B.
C.
解释:老师,三个选项能给讲讲吗?
Olive_品职助教 · 2019年07月29日
同学额你好,A选项是一个标的物为bond的看涨期权,B选项是一个包含多只科技股的组合,C选项是一只股票,AC选项都是单个资产,并不是投资组合,而B是包含多个资产的组合。对于多元分布来说,适用于“a group of random variables”,对于一个组合内有多个资产(变量)的情况比较适用,所以选B。加油!
毛线 · 2019年07月29日
老师这个是不是等学到后面就理解了?
Nan🌞 · 2021年10月15日
可是对于option的回报率分析,不是也可以用蒙特卡洛模型吗?那么蒙特卡洛模型不就是用多个变量预测得到结果吗?这里为什么不能选A?这类问题要如何区分呢?
NO.PZ2017092702000085 问题如下 Whiof the following assets most likely requires the use of a multivariate stribution for moling returns A.A call option on a bon B.A portfolio of technology stocks C.A stoin a market inx B is correct. Multivariate stributions specify the probabilities for a group of relateranm variables. A portfolio of technology stocks represents a group of relateassets. Accorngly, statisticinterrelationships must consire resulting in the neeto use a multivariate normstribution.对于多元分布来说,适用于“a group of ranm variables”,对于一个组合内有多个资产(变量)的情况比较适用,选 老师为什么不能选C
NO.PZ2017092702000085问题如下Whiof the following assets most likely requires the use of a multivariate stribution for moling returns A.A call option on a bon B.A portfolio of technology stocks C.A stoin a market inx B is correct. Multivariate stributions specify the probabilities for a group of relateranm variables. A portfolio of technology stocks represents a group of relateassets. Accorngly, statisticinterrelationships must consire resulting in the neeto use a multivariate normstribution.对于多元分布来说,适用于“a group of ranm variables”,对于一个组合内有多个资产(变量)的情况比较适用,选什么是多元分布
NO.PZ2017092702000085 A portfolio of technology stocks A stoin a market inx B is correct. Multivariate stributions specify the probabilities for a group of relateranm variables. A portfolio of technology stocks represents a group of relateassets. Accorngly, statisticinterrelationships must consire resulting in the neeto use a multivariate normstribution. 对于多元分布来说,适用于“a group of ranm variables”,对于一个组合内有多个资产(变量)的情况比较适用,选A什么意思,请解答
请问这个知识点在哪里?可否帮忙讲解一下题目。