CFE Level 1 Exam (Sample Question) One of the important - TopicsExpress



          

CFE Level 1 Exam (Sample Question) One of the important mathematical concepts / techniques that has filtered over from the domain of electrical Engineering / computer science and now has wide applications in portfolio Optimization and Credit Risk analysis: (i) Entropy (ii) Kelly criterion (iii) Kalman filter (iv) None of the above [This is an extremely easy question; besides, the question also opens up the window on how these two fields of quantitative finance are related to each other via the underlying math and can help the reader appreciate the fact that almost all, if not all, of quantitative finance is nothing by physics and engineering.]
Posted on: Mon, 08 Jul 2013 09:14:26 +0000

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