With of the following items is not one of the advantages of non-parametric simulation methods?

A. Intuitive and often computationally simple.

B. Not hindered by parametric violations of skewness.

C. Data is not often readily availabel.

D. Can accommodate more complex analysis.

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金融风险管理师

Which of the following statements regarding disadvantages of non-parametric methods is least accurate?

2021-1-17 3:22:30

金融风险管理师

Suppose that 25 days ago the observed market variable percentage change was 2.3% with a daily volatility estimate of 2%. What is the sample percentage change using the Hull and White (HW) approach if the current daily volatility is estimated at 2.8%?

2021-1-17 3:37:25

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