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二三六七七九九 · 2017年10月26日

问一道题:NO.PZ2016082405000030 [ FRM II ]

问题如下图:
选项:
A.
B.
C.
D.
解释:
根据答案解析,这题是选b还是c??是upward还是downward?
1 个答案

maggie_品职助教 · 2017年10月27日

选C. 题干描述的是spread curve,但问题问的是default distribution curve



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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

2021-05-04 12:34 1 · 回答

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

2021-03-27 14:35 1 · 回答

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?

2021-02-07 11:46 2 · 回答

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

2020-03-07 10:58 1 · 回答

老师,这个题目为啥是看累计分布?题目也没说啊

2019-10-19 01:00 1 · 回答