What criticisms of Value at Risk as described here can you think of? Consider distributions other than

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What criticisms of Value at Risk as described here can you think of? Consider distributions other than Normal, discontinuous paths and non linear instruments.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 06:01 AM

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What criticisms of Value at Risk as described here can you think of? Consider distributions other than

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Value At Risk does not say anything about the size of lo...View the full answer

Introduces Quantitative Finance

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