多项选择题：VaR的计算方法有( )。 A．局部估值法 B．德尔塔正态分布法 C．历史模拟法 D

题型：多项选择题

[A] Dr Daniel Stanley, an oceanographer, has found volcanic shards in Egypt that he believes are linked to the explosion. Computer simulations by Mike Rampino, a climate modeler from New York University, show that the resulting ash cloud could have plunged the area into darkness, as well as generating lightning and hail, two of the 10 plagues.

[B] The cloud could have also reduced the rainfall, causing a drought. If the Nile had then been poisoned by the effects of the eruption, pollution could have turned it red, as happened in a recent environmental disaster in America. The same pollution, could have driven millions of frogs on to the land, the second plague. On land the frogs would die, removing the only obstacle to an explosion of flies and lice-the third and fourth plagues. The flies could have transmitted fatal diseases to cattle (the fifth plague) and boils and blisters to humans (the sixth plague).

[C] Moses, which will be broadcast in December 2002, will suggest that much of the Bible story can be explained by a single natural disaster, a huge volcanic eruption on the Greek island of Santorini in the 16th century BC.

[D] The hour-long documentary argues that even the story of the parting of the Red Sea, which allowed Moses to lead the Hebrews to safety while the pursuing Egyptian army was drowned, may have its origins in the eruption. It repeats the theory that "Red Sea" is a mistranslation of the Sea of Reeds, a much shallower swamp.

[E] The programme tells the story of how Moses led the Hebrews out of Egypt after a series of plagues had devastated the country. But it also uses new scientific research to argue that many of the events surrounding the exodus could have been triggered by the eruption, which would have been a thousand times more powerful than a nuclear bomb.

[F] Computer simulations show that the Santorini eruption could have triggered a 600ft-high tidal wave, traveling at about 400 miles an hour, which would have been 6ft high and a hundred miles long when it reached the Egyptian delta. Such an event would have been remembered for generations, and may have provided the inspiration for the story.

[G] Fresh evidence that the Biblical plagues and the parting of the Red Sea were natural events rather than myths or miracles is to be presented in a new BBC documentary.

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VaR的计算方法有( )。 A．局部估值法 B．德尔塔正态分布法 C．历史模拟法 D

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