Question: Consider a position X that follows the uniform random variable over the interval (-10, 100). For some given h compute the VaRh(X3). (110h-10) 3 (110+10h)
Consider a position X that follows the uniform random variable over the interval (-10, 100). For some given h compute the VaRh(X3).
| (110h-10)3 | ||
| (110+10h)3 | ||
| -(110h-10)3 | ||
| -(110-10h)3 | ||
| -2(110-10h)3 | ||
| (110h+10)3 |
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