2021年新版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

做大量的练习题在备考FRM中有必要吗?

备考FRM考试考生一定要制定相关的学习计划,这样对于备考才是有帮助的。另外,有考生咨询到有必要做大量的练习题吗?关于答案,随小编往下看!

FRM考试都是计算题,因此考生平常的时候是需要做练习题的,尤其是近几年的例题!

“Crashophobia” is often attributed to the:>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

A) U.S. stock market crisis of 1987.

B) Asian currency crisis of 1997.

C) Long-Term Capital Management systemic crisis of 1998.

D) LatinAmerican sovereign debt crisis of 1990.

答案:A

解析:The term “crashophobia” is attributed to Rubinstein’s explanation for the observance of a volatility “smirk” in implied volatility exhibited by equities. Implied volatilities are higher for low strike price because traders want to protect themselves against another substantial drop in the market.

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The implied volatility pattern exhibited when a large jump or drop in price is expected due to some imminent announcement is analogous to the pattern where:》》》想参加融跃FRM培训班点我咨询 

A) At-the-money options exhibit less implied volatility than away-from-the-money options.

B) Deep in-the-money puts exhibit less implied volatility than deep in-the-money calls.

C) Deep in-the-money calls exhibit less implied volatility than deep in-the-money puts.

D) At-the-money options exhibit greater implied volatility than away-from-the-money options.

答案:D【资料下载】点击下载GARP官方FRM二级练习题

解析:Price jumps tend to generate an implied volatility "frown," where at-the-money options will tend to have greater implied volatility than away-from-the-money options. This pattern is in contrast to the "smile" or "smirk" exhibited by currency and equity options, respectively.

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