没明白题目问的是什么
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NO.PZ2019052001000048 问题如下 There are six quantitative valition processes. Whiof the six valition processes faces the limitation thin a valition procees, one mol conly compareto another, anits ability to reflerefacts is weak? A.Mol replication. B.Benchmarking. C.Profit anloss attribution Valition of inputs anparameters. B is correct. 考点Benchmarking anHypotheticPortfolio Testing解析本题考查定性结论,B就是Benchmarking anHypotheticPortfolio Testing所面临的限制。其他都不符合。 如题
NO.PZ2019052001000048 Benchmarking. Profit anloss attribution Valition of inputs anparameters. B is correct. 考点Benchmarking anHypotheticPortfolio Testing 解析本题考查定性结论,B就是Benchmarking anHypotheticPortfolio Testing所面临的限制。其他都不符合。题干没有完全看懂,benchmark ing可以请老师再详细介绍一下吗?
NO.PZ2019052001000048 Benchmarking. Profit anloss attribution Valition of inputs anparameters. B is correct. 考点Benchmarking anHypotheticPortfolio Testing 解析本题考查定性结论,B就是Benchmarking anHypotheticPortfolio Testing所面临的限制。其他都不符合。mol replication 为什么能反应real?
Mol replication:在相同假设下,在写一个程序,看看结果一不一样,主要是检查代码错误问题 Benchmarking是不是比如用蒙特卡洛和二叉树对债券估值,看看模型是不是算的太离谱 backtesting就是对现实进行检验,看看预测和真实的值是否一致?
Benchmarking. Profit anloss attribution Valition of inputs anparameters. B is correct. 考点Benchmarking anHypotheticPortfolio Testing 解析本题考查定性结论,B就是Benchmarking anHypotheticPortfolio Testing所面临的限制。其他都不符合。 模型验证的6个过程讲义上有吗?