问题如下:
Which of the following cash flows belong tothe Stochastic amount/Deterministic time category?
选项:
A. Completely new contracts
B. Renewal of Expiring Contracts
C. Loans or mortgages
D. bank’sdecisions to withdrawals of credit lines
解释:
考点:对A Taxonomy of Cash Flows的理解
答案:B
解析:
选项A属于Stochasticamount/Stochastic time
选项B属于Stochasticamount/Deterministic time
选项C属于Stochastic amount/Stochastictime
选项D属于Deterministicamount/Stochastic times
为什么loan和mortgage在金额上也不确定呢?贷款额度不是一开始就约定好的吗? 时间不确定是prepay带来的,金额不确定是什么带来的呢?