二级考完，感觉如何?

xujicheng 发表于 2014-11-16 15:24
好腻害。。

。。。。。可是二级照样跪了啊

太难了，糊里糊涂的做完

你说的很精辟！哈哈。看来大家都是准备了，估计会的东西也类似。突然出大家都不会的，也算公平了。FAIR GAME

做了十五个题目的时候就感觉完蛋了。。。然后一路猜到底啊~~~

答题基本靠猜~~~能够确定把握的不超过10%。还不知道有没有掉到陷阱里面

appiso 发表于 2014-11-17 08:29
回楼上，我选的是C,好像是5.5%

Why is C ? 5.5% is the fifth worst case ?

感觉好难啊，和模考以及金程的思路完全不一样，很多概念都没有复习到，看来是要再考的节奏了

muimui725 发表于 2014-11-17 10:56
Why is C ? 5.5% is the fifth worst case ?

which one do u choose?

muimui725 发表于 2014-11-17 10:56
Why is C ? 5.5% is the fifth worst case ?

When using last 50 days data to calculate VaR, we should delete the worst returns which are 40 days ago and find the second and third worst returns to calculate the new VaR.

muimui725 发表于 2014-11-17 10:56
Why is C ? 5.5% is the fifth worst case ?

When using last 50 days data to calculate VaR, we should delete the worst returns which are 40 days ago and find the second and third worst returns to calculate the new VaR.