金程問(wèn)答
1. what is basis risk? not mentioned in the class. 2. What rogue trader means or which kind of behaviour can be classied as rogue trader? 3. Could you please explain what is tracking error? Thanks
那B選項(xiàng)的Normal distribution什么情況下是對(duì)的，什么時(shí)候是錯(cuò)的，能否舉個(gè)例子，考試的時(shí)候該如何選擇
老師，這個(gè)99題中的E（Rb）的為啥要這樣算呢？
老師，82題中，市場(chǎng)組合的期待回報(bào)為什么只是將market risk premium + Rf? 不太明白，求解??
這里的Rf不是2.0%嗎，老師怎么寫的是2.4%
只有我算出來(lái)是0.004743嗎？0.0075/1.5811
在例題1中，解析說(shuō)道The firm's risk appetite and strategic goals in light of the risk appetite are the targets that must be set as part of an ERM program.講義中也說(shuō)ERM是in order to achieve business objectives,to maximize firm value,這樣為什么不能選A呢
老師您好？請(qǐng)問(wèn)C選項(xiàng)對(duì)應(yīng)14條原則的哪一個(gè)，理解的題干要求的是跟風(fēng)險(xiǎn)加總匯報(bào)相關(guān)的內(nèi)容？謝謝
你好 老師 這個(gè)bc是什么
ratio每一個(gè)都要背嗎 information那個(gè)為什么用第二行除以第三行
what is basis risk? not mentioned in the class. What rogue trader means or which kind of behaviour can be classied as rogue trader? Thanks
what is basis risk? not mentioned in the class.
你好老師這個(gè)題問(wèn)的是什么什么占比？問(wèn)題是啥意思為什么和有關(guān)系不是問(wèn)的系統(tǒng)性風(fēng)險(xiǎn)嗎，系統(tǒng)性風(fēng)險(xiǎn)=β，不是吧
請(qǐng)問(wèn)economic capital是用來(lái)防范expected loss的還是unexpected loss的呢？
Risk 和 Uncertainty的區(qū)別，是哪一個(gè)可以計(jì)量嗎？
程寶問(wèn)答
