4898数理金融简单数值题short
Translation-Invariant Capital Recovery 8
题目
A desk starts with coherent capital rho(L)=4.4. After Treasury injects exactly enough deterministic cash to leave residual capital 0.9, how much cash was injected? If Treasury had injected only 3.0 instead, what residual capital would have remained?
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你的答案
Injected cash
Residual capital