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关注:1
2013-05-23 12:21
求翻译:The extreme case of perfect negative correlation (as in Table 3.3) will provide the maximum netting benefit. In the case of identical distributions (subtract 10 from each scenario for trade 2 to see this effect) this simply corresponds to perfectly offsetting transactions (perhaps due to a cancellation via executing th是什么意思?![]() ![]() The extreme case of perfect negative correlation (as in Table 3.3) will provide the maximum netting benefit. In the case of identical distributions (subtract 10 from each scenario for trade 2 to see this effect) this simply corresponds to perfectly offsetting transactions (perhaps due to a cancellation via executing th
问题补充: |
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2013-05-23 12:21:38
完美的负相关性(如表3.3 ),极端情况下会提供最大的网益处。
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2013-05-23 12:23:18
正在翻译,请等待...
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2013-05-23 12:24:58
正在翻译,请等待...
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2013-05-23 12:26:38
极端情况下的完美负相关 (如表 3.3) 将提供净额结算的好处的最大值。在相同的分布 (减去 10 从每个方案为贸易 2 看到这种效果) 这只是对应于完全抵消交易 (也许是因为通过执行相反贸易取消) 在这种情况下净额结算好处是 100%因为没有整体的风险。
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2013-05-23 12:28:18
正在翻译,请等待...
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