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What is the one-day 95% VaR (value at risk) and the ES (expected shortfall)? p = 1/24 for 12 0 p = 1 /20 for
What is the one-day 95% VaR (value at risk) and the ES (expected shortfall)?
p = 1/24 for 12 0
p = 1 /20 for 0 +10
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The Changing Geography Of Banking And Finance
Authors: Pietro Alessandrini ,Michele Fratianni ,Alberto Zazzaro
1st Edition
1441947205, 978-1441947208
