Describe two ways of handling interestratedependent instruments when the modelbuilding approach is used to calculate VaR.

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Describe two 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: 9781119932482

6th Edition

Authors: John C Hull

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Question Posted: Mar 03, 2024 03:00 AM

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Describe two ways of handling interestratedependent instruments when the modelbuilding approach is used to calculate VaR.

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Risk Management And Financial Institutions

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