4919数理金融中等数值题short
Infer Normal Parameters From VaR And ES 4
题目
A normal-loss desk uses alpha=0.95 with z=1.645 and k=2.063. If the reported VaR is 4.1125 and ES is 5.1575, what are mu and sigma?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
mu
sigma
题目
A normal-loss desk uses alpha=0.95 with z=1.645 and k=2.063. If the reported VaR is 4.1125 and ES is 5.1575, what are mu and sigma?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
mu
sigma