Describe three ways of handling interest-rate-dependent instruments when the model building approach is used to calculate VaR.

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

1st Edition

Authors: John C Hull

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Question Posted: Jul 10, 2024 10:04 AM

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Describe three ways of handling interest-rate-dependent instruments when the model building approach is used to calculate VaR.

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Risk Management And Financial Institutions

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