爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Monte Carlo simulation is not suitable for pricing options in which of the following cases? 选项 A.An Asian option on a stock market index (payoff based on average stock price). B.A lookback [...]

题目 Roy Thomson, a global investment risk manager of FBN Bank, is assessing markets A and B using a two-factor model. In order to determine the covariance between markets A and B, Thomson [...]

题目 A distribution of asset returns that has a significantly higher probability of obtaining large losses is described as: 选项 A.Thin tailed B.Asymmetrical C.Fat tailed D.Symmetrical 答案 C [...]

题目 Peter the Risk Analyst wants to characterize an operational loss severity process with a relatively simple and recognizable probability distribution. His first choice is the lognormal [...]

题目 The covariance between variable A and variable B is 5. The correlation between A and B is 0.50. If the variance of A is 12, what is the variance of B? 选项 A.10.00 B.2.89 C.8.33 D.14.40 [...]

题目 A standard normal distribution has: 选项 A.no tails B.fat tails C.infinite tails D.asymmetric tails 答案 C 解析 The tail ends of a normal distribution stretch to infinity, although the [...]

题目 Consider a stock with an initial price of $100. Its price one year from now is given by S=100e^r, where the rate of return r is normally distributed with a mean of 0.1 and a standard deviation [...]

题目 Which of the following statements concerning probability distributions is (are) correct? I The variance of a standard normal distribution is 1. II Risk analysts would not be able to assume a [...]

题目 The following table summarizes the availability of trucks with air bags and bucket seats at a dealership.「huixue_img/importSubject/1564169388448419840.jpeg」What is the probability of [...]

题目 A certain low-severity administrative (operational) process tends to produce an average of eight errors per week (where each week is five workdays). If this loss frequency process can be [...]