问题
判断题
历史模拟法的核心在于根据市场因子的历史样本变化模拟证券组合的未来损益分布，利用分位数给出一定置信度下的VaR估计。( )
答案
参考答案：对
解析： 历史模拟法的核心在于根据市场因子的历史样本变化模拟证券组合的未来损益分布，利用分位数给出一定置信度下的VaR估计。因此，历史模拟法可以较好地处理非线性、市场大幅波动等情况，可以捕捉各种风险。
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历史模拟法的核心在于根据市场因子的历史样本变化模拟证券组合的未来损益分布，利用分位数给出一定置信度下的VaR估计。( )
参考答案：对
解析： 历史模拟法的核心在于根据市场因子的历史样本变化模拟证券组合的未来损益分布，利用分位数给出一定置信度下的VaR估计。因此，历史模拟法可以较好地处理非线性、市场大幅波动等情况，可以捕捉各种风险。
| 完形填空。 |
| Mingming is the 1 student in our class. His father is a 2 in a factory. His mother is a teacher. He 3 a sister and a brother. His sister is 4 younger than him. But she is much 5 than Mingming. His brother is 6 . Mingming studies very 7 . He usually gets up 8 a quarter past six in the morning. After breakfast, he leaves home. He goes to 9 by bike. He often gets there earlier than others. He likes 10 his classmates with their lessons. |
| ( ) 1. A. good ( ) 2. A. farmer ( ) 3. A. is ( ) 4. A. a little ( ) 5. A. younger ( ) 6. A. young ( ) 7. A. busy ( ) 8. A. in ( ) 9. A. school ( ) 10. A. to work | B. better B. worker B. have B. more B. older B. younger B. hard B. on B. home B. to make | C. best C. teacher C. likes C. very C. stronger C. older C. good C. at C. factory C. to write | D. nice D. student D. has D. quite D. more D. the youngest D. fine D. to D. farm D. to help |