新版FRM备考资料下载
  • 考纲对比
  • 学习计划
  • 思维导图
  • 复习资料
  • 历年真题
  • 词典及公式

备考FRM考试,FRM真题例题及解析必不可少!

备考FRM考试,对于考生来说什么是必不可少的呢,那当然是做大量的练习题了,尤其是近几年的FRM真题。下面是小编列举的相关真题解析,希望对你有所帮助!

The risk measure that extracts the dependence structure from the joint distribution function created from several continuous marginal distribution functions is known as a:>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

A) Copula

B) Volatility

C) Correlation

D) Multivariate correlation

答案:A

解析:Acopula is a risk measure that extracts the dependence structure from the joint distribution function created from several continuous marginal distribution functions.扫描二维码

The dependence structure between the returns of financial assets plays an important role in risk measurement. For liquid markets, which of the following statements is incorrect?

A) Correlation is valid measure of dependence between random variables for only certain types of return distributions. 【资料下载】点击下载融跃教育FRM考试公式表

B) Even if the return distributions of two assets have a correlation of zero, the returns of these assets are not necessarily independent.

C) Copulas make it possible to model marginal distributions and the dependence structure separately.

D) With short time horizons (3 months or less), correlation estimates are typically very stable.

答案:D

解析:Correlation estimates tend to be very volatile when short term time horizons are considered.

如果想要获得更多关于FRM考试的真题解析,点击在线咨询或者添加融跃老师微信(rongyuejiaoyu)!