20.20. Use the spreadsheets on the authors website to calculate the one-day 99% VaR and ES, employing

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20.20. Use the spreadsheets on the author’s website to calculate the one-day 99% VaR and ES, employing the basic methodology in Section 20.2, if the four-index portfolio considered in Section 20.2 is equally divided between the four indices.

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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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20.20. Use the spreadsheets on the authors website to calculate the one-day 99% VaR and ES, employing

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Fundamentals Of Futures And Options Markets

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