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mayduke · 2022年03月04日

请问若用with 95% probability的尾缀的话前半句该怎么描述呢?

NO.PZ2018070201000032

问题如下:

The 5% one-day Value at Risk of $2 million can be interpreted by:

选项:

A.

It expects to lose a minimum $2 million in one day with 5% probability.

B.

It expects to lose no more than $2 million in one day with 5% probability.

C.

It expects to lose at least $2 million in one dya with 95% probability.

解释:

A is correct.

The VaR is a minimum extreme loss metric in a time period given the probability.

问一道题:NO.PZ2018070201000032

问题如下:

The 5% one-day Value at Risk of $2 million can be interpreted by:

选项:

A.

It expects to lose a minimum $2 million in one day with 5% probability.

B.

It expects to lose no more than $2 million in one day with 5% probability.

C.

It expects to lose at least $2 million in one dya with 95% probability.

解释:

A is correct.

1 个答案

Kiko_品职助教 · 2022年03月04日

嗨,爱思考的PZer你好:


把C选项的at lease换成no more than就对了。95%的可能性损失不超过2m

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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