188****4810
2023-05-01 16:16請(qǐng)問(wèn)轉(zhuǎn)換后什么1.24就是§,不能是dw的正太形式嗎
所屬:FRM Part II > Market Risk Measurement and Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Lucia助教
2023-05-05 14:59
該回答已被題主采納
同學(xué)你好,題目已經(jīng)說(shuō)明是隨機(jī)項(xiàng)ε,不是dw的,(In the first step of his first trial, the random uniform variable is 0.8925 such that, via inverse transformation, the associated random standard normal value is 1.240. )0.8925是random uniform variable 而不是正態(tài)的隨機(jī)項(xiàng),經(jīng)過(guò)轉(zhuǎn)換后是1.24,是正態(tài)的隨機(jī)項(xiàng)
