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标题: [求助]胡老师，请教一个问题～～～！！ [打印本页]

作者: liondaisy 时间: 2007-8-31 14:50 标题: [求助]胡老师，请教一个问题～～～！！

Of all the bonds currently rated B, 20% will default over an investor's horizon. Th variance of the number of defaults in a randomly selected 40-bond protfolio over the investor's horizon?

The answer is : 0.2*0.8*40=6.4

But why?

作者: 胡老师 时间: 2007-9-1 15:13

债券的违约率这里是二项分布，二项分布的方差是np(1-p),p是发生的概率。你去看下二项分布的内容

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