问题如下图:
选项:
A.
B.
C.
D.
解释:
default distribution都是cumulative的吗?
品职答疑小助手雍 · 2018年10月26日
同学你好,一般都是,因为marginal default distribution和spread curve走势是一样的,这题要是问marginal等于没问,而cumulative的都是向上的,这知识点理解就好,考试应该会描述的更清楚。
candally · 2019年09月10日
请问,为什么“这题要是问marginal等于没问”
品职答疑小助手雍 · 2019年09月10日
直接给了400,200,150,要是问marginal的话一看就是向下,太直接了。
奋力往前拼命划的小舟 · 2021年05月03日
感觉这个回答好牵强啊……还不如直接记住default distribution默认都是累积的呢……如果从marginal太直接了一眼看出做理由,那累积的还是单调非减的呢……永远向上,连spread都不用看了,岂不是更直接……
NO.PZ2016082405000030 analyst is stuing the C sprecurve for establishecompany. The 1-, 3- an5-yesprea are 400 bps, 200 bps, an150 bps, respectively. Whiof the following interpretations of the ta is most likely correfor the shape of the fault stribution? fault stribution Near-Term Slope Upwarsloping flslope wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 题目也没有说是问cumulative啊,我理解撑了marginfault stribution不行么
NO.PZ2016082405000030 wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 不懂这题考的是什么??求详细解答
wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. Sprea来越小不是应该越来越平缓吗?
analyst is stuing the C sprecurve for establishecompany. The 1-, 3- an5-yesprea are 400 bps, 200 bps, an150 bps, respectively. Whiof the following interpretations of the ta is most likely correfor the shape of the fault stribution? fault stribution Near-Term Slope Upwarsloping flslope wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 老师看答案的,还是觉得是b哇,讲义中纵轴就是fault stribution 啊
老师,这个题目为啥是看累计分布?题目也没说啊