FRM公式：关于FRM一级公式有什么？

发布时间：2021-05-20 09:31编辑：融跃教育FRM

FRM公式在FRM考试中是非常重要的，考生不仅要能记住，还需要会灵活运用。在实际的考试中，考场上不会提供任何相关的公式的。下文是小编列举的FRM一级公式，希望对你有所帮助！

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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：【资料下载】[融跃财经]FRM一级ya题-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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