金程問(wèn)答
C怎么理解？r一直上升為什么不是缺點(diǎn)？
這頁(yè)ppt聽不懂在講什么
老師 LN(117.94/100) =0.165, 這里為啥要除100
如何判斷是用單尾還是雙尾來(lái)測(cè)算surplus at risk
衡量業(yè)績(jī)的指標(biāo)中，特雷諾比率那塊兒，有個(gè)T平方TRp?（Rm?Rf），這個(gè)是啥知識(shí)點(diǎn)？麻煩老師講一下吧
BCD應(yīng)該怎么改才正確？同時(shí)煩請(qǐng)講一下提及到的知識(shí)點(diǎn)，謝謝
Correlation- weighted historical考慮方差協(xié)方差矩陣了么？老師能把這幾個(gè)方法都考慮了什么總結(jié)一下不？波動(dòng)率，相關(guān)系數(shù)，不對(duì)稱性，方差協(xié)方差矩陣。。。
老師，您好！什么情況需要將題設(shè)給的久期轉(zhuǎn)化為修正久期？
C選項(xiàng)視頻老師講A-IRB考慮high default correlation ？哪里體現(xiàn)了？WCL-EL
百分之8RWA這里，指的含一級(jí)附屬資本么？謝謝
B選項(xiàng)，copula是如何計(jì)量尾部依賴性的？麻煩具體解釋下
為什么對(duì)對(duì)信用風(fēng)險(xiǎn)做壓力測(cè)試，主要是針對(duì)系統(tǒng)性風(fēng)險(xiǎn)？對(duì)操作風(fēng)險(xiǎn)做壓力測(cè)試，主要是針對(duì)非系統(tǒng)性風(fēng)險(xiǎn)？
老師您好！這道題的C選項(xiàng)確實(shí)讓我猶豫了一下，圖中題目2，當(dāng)時(shí)老師講的時(shí)候是說(shuō)securitization product一般期限比較長(zhǎng)需要放在banking book中所以2是錯(cuò)誤的，這道題巧了正好有一樣的表述，請(qǐng)老師幫忙看看明確一下？
市場(chǎng)風(fēng)險(xiǎn)var是否應(yīng)該轉(zhuǎn)化10天的var。這題里算的是一天的。
老師這道題為什么和官網(wǎng)不一樣，官網(wǎng)是：A quantitative analyst at a proprietary trading firm is incorporating unsupervised machine learning (ML) algorithms into the firm’s technical analysis of equities by using K-means clustering. The clustering algorithm will be applied to continuous volatility data in order to group observations into clusters that can be used to identify the current market regime. Since clusters close to each other are likely to exhibit similar characteristics, the analyst measures the distances between the observations within each cluster and the centroid of that cluster. If the analyst wants to ensure that the minimum distance is obtained for the continuous data clusters when applying the K-means algorithm, which measure should be used to achieve the desired outcome? A.Euclidean distance B.Manhattan distance C.Cook’s distance D.Gini measure麻煩解答一下
程寶問(wèn)答
