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关注：1
2013-05-23 12:21
求翻译：Assuming that a netted set of trades is perfectly collateralised at a given time and the change in the netted exposure (and collateral value) follows a normal distribution with zero mean and volatility parameter E, then using the results of Appendix 2.A, the potential future exposure at a given confidence level is g是什么意思？ 待解决
 悬赏分：1
- 离问题结束还有
Assuming that a netted set of trades is perfectly collateralised at a given time and the change in the netted exposure (and collateral value) follows a normal distribution with zero mean and volatility parameter E, then using the results of Appendix 2.A, the potential future exposure at a given confidence level is g
问题补充： |
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2013-05-23 12:21:38
假设一个网状一套行业是完全抵押在给定的时间和在网状暴露的变化（与抵押品价值）服从正态分布零均值和波动参数？ E，然后使用附录2.A的结果，
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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
假设，得到的套贸易到时是完全抵押的，并且在得到的曝光和 (担保价格上的变化) 跟随正常分配与零手段和挥发性参量 E，然后使用附录2.A的结果，在一特定信心给潜在的未来曝光：
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2013-05-23 12:26:38
假设一网纹的套的行业完全担保在某一给定的时间和网纹的曝光 （和抵押品价值） 中更改如下正常分配与零均值和波动性参数 E，然后使用附录的结果由给 2.A，在给定的置信水平的潜在未来风险：
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2013-05-23 12:28:18
Assuming that a netted set of trades is perfectly collateralised at a given time and the change in the netted exposure (and collateral value) follows a normal distribution with zero mean and volatility parameter E, then using the results of Appendix 2.A, the potential future exposure at a given con
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