Show that when approaches 1, the weighting scheme in Section 9.3 approaches the basic historical simulation approach.

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

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Authors: John C Hull

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Question Posted: Jul 10, 2024 10:04 AM

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Show that when approaches 1, the weighting scheme in Section 9.3 approaches the basic historical simulation approach.

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Risk Management And Financial Institutions

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