FRM一级模拟自测:Portfolio of default

时间:2017-11-06 16:01 作者:frm 来源:未知

A fixed income portfolio manager currently holds a portfolio of bonds of various companies.Assuming all these bonds have the same annualized probability of default and that the defaults are independent,the number of defaults in this portfolio over the next year follows which type of distribution?
 
a.Bernoulli
 
b.Normal
 
c.Binomial
 
d.Exponential


自己思考,尝试练习!如需答案可申请加入QQ群:329188470,寻求帮助!
分享:

上一篇:没有了

下一篇:FRM一级模拟自测:Stock gamma

更多 >热门文章

FRM考生交流群
扫一扫进群有福利

推荐阅读