In the previous chapter, we calculated the VaR for Box Asset Management, which has profits that are
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In the previous chapter, we calculated the VaR for Box Asset Management, which has profits that are described by the following PDF:
What is the one-day 95% expected shortfall of Box Asset Management?
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p= 200 for-100 100
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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