Exercise 31.4.2 If the stock price follows dS = Sdt + S dW, what is its VaR
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Exercise 31.4.2 If the stock price follows dS = Sμdt + Sσ dW, what is its VaR τ
years from now at c confidence?
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Related Book For 
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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