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我们都会有 · 2019年10月10日

问一道题：NO.PZ2016070201000051 [ FRM II ]

  1. FRM II
  2. Market Risk Measurement And Management

问题如下图：

选项：

A.

B.

C.

D.

解释：

老师，这道题没看懂讲的什么。书上没看到属于哪个知识点。

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1 个答案

orange品职答疑助手 · 2019年10月11日

同学你好，这道题对应知识点所在章节是 Empirical approaches to risk metrics and hedging，DV01的缺点。


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