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小熊猫 · 2025年05月01日

这是课件里的内容吗?

NO.PZ2025031702000020

问题如下:

What does the "+" in the Gauss+ model indicate?

选项:

A.

The model includes a factor that is not a risk source.

B.

The model has three independent risk sources.

C.

The model assumes interest rates are log-normally distributed.

D.

The model is based on historical simulation.

解释:

The "+" indicates the existence of a factor or state variable that is not a risk source.

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