CertsTopics Logo

Winter Sale - Limited Time 65% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: top65certs

8007 Exam Dumps : Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition

PDF
8007 pdf
 Real Exam Questions and Answer
 Last Update: Dec 9, 2025
 Question and Answers: 132
 Compatible with all Devices
 Printable Format
 100% Pass Guaranteed
$29.75  $84.99
 Add to Cart
8007 exam
PDF + Testing Engine
8007 PDF + engine
 Both PDF & Practice Software
 Last Update: Dec 9, 2025
 Question and Answers: 132
 Discount Offer
 Download Free Demo
 24/7 Customer Support
$47.25  $134.99
 Add to Cart
Get 8007 Free Demo
Testing Engine
8007 Engine
 Desktop Based Application
 Last Update: Dec 9, 2025
 Question and Answers: 132
 Create Multiple Test Sets
 Questions Regularly Updated
  90 Days Free Updates
  Windows and Mac Compatible
$35  $99.99
 Add to Cart

PRMIA Related Exams

PRMIA 8003

2011 PRM Certification - Exam III: Risk Management Practices

 View Detail
PRMIA 8012

Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate Exam

 View Detail
PRMIA 8015

ORM Designation - Part 1

 View Detail
PRMIA 8016

ORM Designation - Part 2

 View Detail
Last Week Results
32 Customers Passed PRMIA
8007 Exam
Average Score In Real Exam
86.7%
Questions came word for word from this dump
88.6%
PRMIA Bundle Exams
PRMIA Bundle Exams
 Duration: 3 to 12 Months
 2 Certifications
  16 Exams
 PRMIA Updated Exams
 Most authenticate information
 Prepare within Days
 Time-Saving Study Content
 90 to 365 days Free Update
$291.2*
 View Detail
Free 8007 Exam Dumps

Verified By IT Certified Experts

CertsTopics.com Certified Safe Files

Up-To-Date Exam Study Material

99.5% High Success Pass Rate

100% Accurate Answers

Instant Downloads

Exam Questions And Answers PDF

Try Demo Before You Buy

Certification Exams with Helpful Questions And Answers

Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Questions and Answers

Get Free 8007 Questions and Answers
Question 1

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?

Options:

A.

0.32

B.

0.64

C.

0.96

D.

1.92

Buy Now
Question 2

You want to test the hypothesis that a population parameter β of a regression model is zero. Your alternative hypothesis is that β≠0. Denote by SD(β) the estimated standard deviation of β, and by MEAN(β) the estimated mean of β. Which test statistic is appropriate, and what is its distribution?

Options:

A.

test statistic = SD(β)/MEAN(β), normal distribution

B.

test statistic = MEAN(β)/SD(β), normal distribution

C.

test statistic = SD(β)/MEAN(β), t distribution

D.

test statistic = MEAN(β)/SD(β), t distribution

Question 3

An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?

Options:

A.

17.33

B.

18.75

C.

19.23

D.

20.54

Get Free 8007 Questions and Answers