You are the risk manager for a currency trading desk.The desk had a VaR exceedance today. What
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You are the risk manager for a currency trading desk.The desk had a VaR exceedance today. What is the most likely day for the next VaR exceedance?
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The most likely day for the next exceedance is tomorrow This is somethi...View the full answer
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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