How does extreme value theory modify your answer to Problem 9.3. Try values of u equal to

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How does extreme value theory modify your answer to Problem 9.3.

Try values of u equal to 0.005, 0.01, and 0.015.

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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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How does extreme value theory modify your answer to Problem 9.3. Try values of u equal to

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Risk Management And Financial Institutions

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