Use the spreadsheets on the authors website to calculate a one-day 99% VaR, using the basic methodology

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Use the spreadsheets on the author’s website to calculate a one-day 99%

VaR, using the basic methodology in Section 14.1, if the portfolio in Section 14.1 is equally divided between the four indices.

AppendixLO1

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:01 AM

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Use the spreadsheets on the authors website to calculate a one-day 99% VaR, using the basic methodology

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Risk Management And Financial Institutions

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