Discuss why marking to market is the preferred method to value derivatives positions as opposed to methods

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Discuss why marking to market is the preferred method to value derivatives positions as opposed to methods based on historical costs.

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

3rd edition

Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:26 AM

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Discuss why marking to market is the preferred method to value derivatives positions as opposed to methods

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Marking to market mtm measures the current value of assets and liabiliti...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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