20.13. Explain why the linear model can provide only approximate estimates of VaR for a portfolio containing

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20.13. Explain why the linear model can provide only approximate estimates of VaR for a portfolio containing options.

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 09:00 AM

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20.13. Explain why the linear model can provide only approximate estimates of VaR for a portfolio containing

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Fundamentals Of Futures And Options Markets

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