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题目 About stress testing methodologies, BIS writes, "Stress tests cover a range of methodologies. Complexity can vary, ranging from simple sensitivity tests to complex stress tests, which aim to [...]

题目 Given the following information, which of the following amounts is closest to d (l.0), the discount factor for the first year?「huixue_img/importSubject/1564170384083914752.jpeg」 选项 [...]

题目 A ten-year bond pays a semi-annual coupon with a coupon rate of 7.0% and the bond's yield (YTM) is 6.0%. If the yield remains unchanged, what happens to the price of the bond in six months? [...]

题目 The option-adjusted duration of a convertible bond will be close to the duration of a straight bond, which is similar in all other respects, when the: 选项 A.Stock price is extremely low. [...]

题目 For the last three years, we regressed monthly dollar change in gasoline prices against the monthly change in oil prices (regressor; independent). The number of observations (n) is therefore [...]

题目 A portfolio has a mean value of $75 million and a daily standard deviation of $4.27 million. Assuming that the portfolio values are normally distributed, the probability of the portfolio value [...]

题目 Which of the following statements is correct regarding the usefulness of an autoregressive (AR) process and an autoregressive moving average (ARMA) process when modeling seasonal data? I. They [...]

题目 Many statistical problems arise when estimating relationships using regression analysis. Some of these problems are due to the assumptions behind the regression model. Which one of the [...]

题目 A factor analysis of the dividend-adjusted returns of ABC Ltd.'s stock price was undertaken to determine which economic factors contributed to its performance. The regression was performed on [...]

题目 The error term represents the portion of the: 选项 A.Dependent variable that is not explained by the independent variable but could possibly be explained by adding additional independent [...]