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claireteng · 2022年11月19日

老师请问这个知识点在讲义哪里?

NO.PZ2019052001000137

问题如下:

Even though risk managers cannot eliminate model risk, there are many ways managers can protect themselves against model risk. Which of the following statement about managing model risk is correct?

选项:

A.

Models should be test against known problems.

B.

It is not advisable to estimate model risk using simulations.

C.

Complex models are generally preferable to simple models.

D.

Small discrepancies in model outputs are always acceptable.

解释:

One way to protect against model risk is to test a model against known problems. It is always a good idea to check a model against simple problems to which one already knows the answer, and many problems can be distilled to simple special cases that have known answers. If the model fails to give the correct answer to a problem whose solution is already known, then this indicates that there is something wrong with it.

老师请问这个知识点在讲义哪里?能否截图一下

1 个答案

pzqa27 · 2022年11月21日

嗨,爱思考的PZer你好:


这是A选项

B讲义里没有,但是B还是比较好判断的,因为我们经常用模拟来进行未来的预测,所以模拟的结果是有参考价值的


这是C选项

这是D选项



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虽然现在很辛苦,但努力过的感觉真的很好,加油!