Question
USE EXCEL SOLVE PLS, SHOW EXCEL FORMULA PLS!!!!!!!!!!!!!!!!!!!!!! The probability that the loss from a portfolio will be greater than $10 million in one month
USE EXCEL SOLVE PLS, SHOW EXCEL FORMULA PLS!!!!!!!!!!!!!!!!!!!!!!
The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 1%. a) What is the loss that has a 0.1% chance of being exceeded, assuming the change in value of the portfolio is normally distributed with zero mean? b) What is the loss that has a 0.1% chance of being exceeded, assuming the power law applies with = 3?
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Gapenskis Cases In Healthcare Finance
Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
