PRMIA Exam 8007 Topic 1 Question 70 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement ? 2015 Edition exam

Question #: 70
Topic #: 1

What is a Hessian?

ACorrelation matrix of market indices

BThe vector of partial derivatives of a contingent claim

CA matrix of second derivatives of a function

DThe point at which a minimum of a multidimensional function is achieved

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Suggested Answer: C

by Cassi at Apr 23, 2024, 09:56 PM

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2 days ago

D) The point at which a minimum of a multidimensional function is achieved

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3 days ago

C) A matrix of second derivatives of a function

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4 days ago

B) The vector of partial derivatives of a contingent claim

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5 days ago

A) Correlation matrix of market indices

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6 days ago

What is a Hessian?

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