题目列表
显示 12 / 646 道可提交题。 当前筛选：标签：Risk，难度：困难
提交状态：未尝试未正确已正确
状态题目难度权限语言
未尝试困难面试准备Python / C++ / Rust
coding-credit-portfolio-mc-loss-distribution订阅锁定
Credit Portfolio MC Loss Distribution (Single-Factor Gaussian Copula)Credit Portfolio MC Loss Distribution (Single-Factor Gaussian Copula)
未尝试困难面试准备Python / C++ / Rust
coding-empirical-mean-excess-function订阅锁定
用于 POT 阈值选择的经验均值超额函数Empirical Mean Excess Function for POT Threshold Selection
未尝试困难面试准备Python / C++ / Rust
coding-gpd-tail-var-extrapolation订阅锁定
POT 框架下基于 GPD 的尾部 VaR 外推GPD Tail-VaR Extrapolation under the POT Framework
未尝试困难面试准备Python / C++ / Rust
coding-hill-estimator-tail-index订阅锁定
重尾损失分布尾指数的 Hill 估计Hill Estimator for the Tail Index of a Heavy-Tailed Loss Distribution
未尝试困难免费版Python / C++ / Rust
未尝试困难免费版Python / C++ / Rust
未尝试困难面试准备Python / C++ / Rust
coding-pareto-tail-var-via-hill-estimator订阅锁定
基于 Hill 估计的 Pareto 尾部 VaR 外推Pareto Tail VaR via Hill-Estimator Extrapolation
未尝试困难面试准备Python / C++ / Rust
coding-realized-vol-jump-test-bnsh订阅锁定
Realized-Volatility Jump Test (Barndorff-Nielsen and Shephard)Realized-Volatility Jump Test (Barndorff-Nielsen and Shephard)
未尝试困难面试准备Python / C++ / Rust
coding-risk-budget-iterative-allocation订阅锁定
Risk-Budget Allocation via Iterative Fixed-PointRisk-Budget Allocation via Iterative Fixed-Point
未尝试困难面试准备Python / C++ / Rust
coding-rolling-window-variance-ratio-test订阅锁定
Rolling-Window Variance Ratio Test (Lo-MacKinlay)Rolling-Window Variance Ratio Test (Lo-MacKinlay)
未尝试困难面试准备Python / C++ / Rust
未尝试困难免费版Python / C++ / Rust
coding-vasicek-portfolio-loss-quantile-asrf可练习
在置信度 alpha 下的 Vasicek ASRF 资本因子（Basel IRB）Vasicek ASRF Capital Factor at Confidence Level Alpha (Basel IRB)