Financial Engineering
Quantitative Finance - Chapter 19 - Value at Risk
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2024. 3. 25. 09:00
https://symin.us/posts/financial_engineering/2024-03-25.html
Gloria - Quantitative Finance - Chapter 19 - Value at Risk
the meaning of VaR how VaR is calculated in practice some of the difficulties associated with VaR for portfolio containing derivatives Introduction The financial institution had no idea what might result from some of their more exotic transactions, often i
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