金融风险管理师(frm)2012考试真题.pdf,Question bank Monte Carlo Methods Let N be an n x 1 vector of independent draws from a standard normal distribution, and let V be a covariance matrix of market time-series data. Then, if L is a diagonal matrix of the e
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frm一级模考试题第二套答案_程黄维
Question 2 The exchange rate of the Canadian dollar for the u.s.dollar can evolve to one of two possible values over the next period with equal probability. the table shows the possible values for the u.s. dollar price of the Canadian dollar and the Canadian dollar price of the u.s....
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II.Loss if forward price goes down III.Loss if forward price goes up IV.Gain if forward price goes up A.II B.I and III C.II and IV D.I、III and IV 2.Suppose that you enter into a short futures contract to sell July silver for $5.20 per ounce on the New York Commodity ...
Question 10 OzCo Ltd (OzCo) has entered into an interest rate swap (IRS) with a bank to receive floating-rate payments and pay a fixed rate of 6.50 per cent, based on a principal of AUD 10 000 000. If there were 91 days in the current interest period, the fixed-rate amount would...
frm一级模考试题第二套答案_程黄维