Question: Given VaR(a) = z * p(x)dx = a, one can solve this numerically via root-finding formulation: *P(x)dx- - = 0. Solve this integral numerically!


Given VaR(a) = z * p(x)dx = a, one can solve this

Given VaR(a) = z * p(x)dx = a, one can solve this numerically via root-finding formulation: *P(x)dx- - = 0. Solve this integral numerically!

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