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Hanna · 2020年01月08日

问一道题:NO.PZ2020010304000017 [ FRM I ]

问题如下图:

这题的解答表中部分数据表画错了吧

1 个答案

品职答疑小助手雍 · 2020年01月08日

同学你好,谢谢指正,我也觉得不对,已经反馈给后台啦~

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NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1​,X2​​(x1​,x2​)=fX1​​(x1​)fX2​​(x2​)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. 想问 Nekki的25%是 5%+15%+5%=25% 20%=5%+10%5%

2024-03-13 22:28 1 · 回答

NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1​,X2​​(x1​,x2​)=fX1​​(x1​)fX2​​(x2​)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. unrelate体指什么?不等同于inpennt吧?

2023-03-14 10:56 1 · 回答

NO.PZ2020010304000017 这题的答案就是把它做成答案中的矩阵吗?

2021-12-25 18:16 1 · 回答

为什么unrelate-10% on the S&P an-5% on the Nikkei?

2020-12-25 01:08 1 · 回答

unrelate相关的意思,但是不相关只能说明不是线性相关,并不能等同于inpennce吧?可以像答案这样直接相乘?

2020-02-18 16:08 1 · 回答