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蛋黄也酥酥 · 2020年02月13日

问一道题:NO.PZ2019011002000001 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

解释:

EL5算错了吧 我算的是735.294*1.412%=10.3824

1 个答案
已采纳答案

吴昊_品职助教 · 2020年02月14日

EL5=POD×LGD=1.412%×750=10.59

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2023-10-12 20:23 1 · 回答

NO.PZ2019011002000001 这样做的答案是一样的 请教老师CVA类型的题目什么时候能这样做 什么时候不能呢?

2022-02-01 23:09 3 · 回答