8007 무료 덤프문제 온라인 액세스

시험코드:8007
시험이름:Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition
인증사:PRMIA
무료 덤프 문항수:133
업로드 날짜:2026-01-05
평점
100%

문제 1

What is the 40th term in the following series: 4, 14, 30, 52, ...?

문제 2

What is the maximum value of the function F(x, y)=x2+y2 in the domain defined by inequalities x 1, y -2, y-x 3 ?

문제 3

A bond has modified duration 6 and convexity 30. Find the duration-convexity approximation to the percentage change in bond price when its yield increases by 5 basis points

문제 4

Kurtosis(X) is defined as the fourth centred moment of X, divided by the square of the variance of X.
Assuming X is a normally distributed variable, what is Kurtosis(X)?

문제 5

Suppose that f(x) and g(x,y) are functions. What is the partial derivative of f(g(x,y)) with respect to y?

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