PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 8002 Question # 15 Topic 2 Discussion

PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 8002 Question # 15 Topic 2 Discussion

8002 Exam Topic 2 Question 15 Discussion:
Question #: 15
Topic #: 2

What is a Hessian?


A.

Correlation matrix of market indices


B.

The vector of partial derivatives of a contingent claim


C.

A matrix of second derivatives of a function


D.

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


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