Question
Explain and compare three alternative methodologies for calculating VaR on market prices and explain which VaR methodology is most commonly used by: Companies
Explain and compare three alternative methodologies for calculating VaR on market prices and explain which VaR methodology is most commonly used by:
• Companies
• Banks
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Systems analysis and design
Authors: Alan Dennis, Barbara Haley Wixom, Roberta m. Roth
5th edition
978-1118057629, 1118057627, 978-111880817
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