问题如下图:
选项:
A.
B.
C.
D.
解释:
请问,D是什么意思啊?没看明白。谢谢
NO.PZ2016072602000002 问题如下 Whiof these outcomes is not associatewith operationrisk process? A.The sale of call options is bookea purchase. B.A monthly volatility is inputtein a mol threquires a ily volatility. C.A loss is incurreon option portfolio because ex post volatility exceeexpectevolatility. A volatility estimate is baseon a time series thinclus a prithexcee the other prices a factor of 100. C is correct. Choices a., b., an are operationlosses. Answer is the result of a bet on volatility, whiis market risk. 请问什么意思?谢谢
NO.PZ2016072602000002 c怎么理解,不懂
NO.PZ2016072602000002 是很理解,盼复
请问A怎么理解
真正去仔细理解,不是操作风险啊,有点类似于ta造成的mol risk啊