时间:2018-03-19 16:26 作者:FRM 来源:FRM
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.
本文内容由FRM考试网(www.frm.com.cn)原创发布,未经许可不得随意转载或引用,违者必究。