sufe毕业两年的学渣,备考11月考试中,来问个很简单的VaR试题,求解答 9 个回复 - 2481 次查看
GARP 2011 Practice Exam: If the daily, 95% confidence level, value-at-risk (VaR) of a
portfolio is correctly estimated to be USD 10,000, one would expect that in one out of:
A. 20 days, the ...2015-6-22 15:13 - lilymgxp - CFA、CVA、FRM等金融考证论坛