發布時間:2020-05-20 09:31編輯:融躍教育FRM
FRM公式在FRM考試中是非常重要的,考生不僅要能記住,還需要會靈活運用。在實際的考試中,考場上不會提供任何相關的公式的。下文是小編列舉的FRM一級公式,希望對你有所幫助!
Normal Distribution:
The normal distribution is completely described by its mean and variance.
? 90% of observations fall within ± 1.65s.
? 95% of observations fall within ± 1.96s.
? 99% of observations fall within ± 2.58s.
Standard Error of the Regression (SER):
Measures the degree of variability of the actual Kvalues relative to the estimated Kvalues from a
regression equation. The SER gauges the “fit” of the regression line. The smaller the standard error, the better the fit.
Futures Market Participants:【資料下載】[融躍財經]FRM一級ya題-pdf版
Hedgers: lock-in a fixed price in advance.Speculators: accept the price risk that hedgers are unwilling to bear.Arbitrageurs: interested in market inefficiencies to obtain riskless profit.
Option-Adjusted Spread (OAS):
? Spread after the “optionality” of the cash flows is taken into account.
? Expresses the difference between price and theoretical value.
? When comparing two MBSs of similar credit quality, buy the bond with the higher OAS.
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