FRM二级精选题型解析:Which of the common methods

Which of the common methods of computing value at risk relies on the assumption of normality?

A) Historical.

B) Monte Carlo simulation.

C) Rounding estimation.

D) Variance/covariance.

自己先做~

做完之后滑这儿,就能对答案





 


 
 

D was correct

The variance/covariance method relies on the assumption of normality.

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