问题如下：
What does the delta-normal model assume?
选项：
解释：
The delta normal model assumes a linear relationship between changes in the value of a portfolio and the changes in the value of the portfolio risk factors.
请问这是哪个知识点？完全想不起来
NO.PZ2020011303000061问题如下Whes the lta-normmol assume? The lta normmol assumes a linerelationship between changes in the value of a portfolio anthe changes in the value of the portfolio risk factors. 题目问lta-normmol的假设是什么？假设组合的value变化与风险因子是线性相关关系 老师您好，这道题准确的答案是不是应该lta-norm有两个前提假设，一个是正态分布，第二个是金融产品和风险因素呈线性关系？
NO.PZ2020011303000061问题如下Whes the lta-normmol assume? The lta normmol assumes a linerelationship between changes in the value of a portfolio anthe changes in the value of the portfolio risk factors. 题目问lta-normmol的假设是什么？假设组合的value变化与风险因子是线性相关关系 LTA NORMAL假设不是正态分布吗？
