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Which of the following is true Question 9 options: 1) The Gaussian copula model assumes that the defaults of different companies are independent. 2) The
Which of the following is true
Question 9 options:
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1) | The Gaussian copula model assumes that the defaults of different companies are independent. |
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2) | The Gaussian copula model assumes that defaults, conditional on the value of a factor , are independent. |
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3) | The Gaussian copula model assumes that the number of defaults is normally distributed. |
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4) | None of the above. |
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