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leoli · 2022年09月05日

tree diagram在probability里没有讲过

  1. CFA I
  2. Quantitative

NO.PZ2022071202000031

问题如下：

Question When working backward from the nodes on a binomial tree diagram, the analyst is attempting to calculate:

选项：

A.the number of potential outcomes. B.the probability of a given scenario. C.an expected value as of today.

解释：

Solution

C is correct. In a tree diagram, a problem is worked backward to formulate an expected value as of today.

A is incorrect because the number of nodes is determined by the number of periods as well as the number of forecasted probabilities per period. These inputs will be used in the model to find the potential outcomes. Working backward will then provide the expected value as of today.

B is incorrect because the probability of a given scenario is estimated by the analyst for use in forecasting ending values.

题目是不是放错地方了

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袁园_品职助教 · 2022年09月05日

嗨，爱思考的PZer你好：


有的，在基础班讲义111页，全概率公式

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努力的时光都是限量版，加油！

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