文章 2023-02-08 来自:开发者社区

FRM-市场风险-python:the portfolio VAR(1%) on a percentage and dollar basis

Kiera Reed is a portfolio manager for BCG Investments. Reed manages a $140,000,000 portfolioconsisting of 30 percent European stocks and 70 percent U.S. stocks. If the VAR(1%) of theEuropean stocks i....

文章 2023-02-08 来自:开发者社区

FRM-市场风险-python-the 10 percent monthly probability VAR

Alto Steel’s pension plan has $250 million in assets with an expected return of 12 percent. Thelast thirty monthly returns are given below. What is the 10 percent monthly probability VAR forAlto’s pe....

FRM-市场风险-python-the 10 percent monthly probability VAR
文章 2023-02-08 来自:开发者社区

FRM-市场风险-测试题1--python

A $2 million balanced portfolio is comprised of 40 percent stocks and 60 percent intermediatebonds. For the next year, the expected return on the stock component is 9 percent and theexpected return o....

本页面内关键词为智能算法引擎基于机器学习所生成,如有任何问题,可在页面下方点击"联系我们"与我们沟通。

产品推荐

Python学习站

Python学习资料大全,包含Python编程学习、实战案例分享、开发者必知词条等内容。

+关注
相关镜像