Consider a firm that has assets that generate cash but which cannot be easily valued on a

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Consider a firm that has assets that generate cash but which cannot be easily valued on a regular basis. What are the difficulties faced by this firm when using VAR, and what alternatives would it have?

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Introduction To Derivatives And Risk Management

ISBN: 9781305104969

10th Edition

Authors: Don M. Chance, Robert Brooks

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Question Posted: Apr 07, 2016 08:42 AM

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Consider a firm that has assets that generate cash but which cannot be easily valued on a

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Value at Risk of VAR is primarily designed for companie...View the full answer

Introduction To Derivatives And Risk Management

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