Value-at-Risk Theory and Practice
The first advanced book on value-at-risk
Chapter 3, Page 153 Exercise 39
Using a spreadsheet and inputs from Exhibit 3.26, reproduce the results from the example of this section.
Solution
Click for spreadsheet solution.
website: http://www.contingencyanalysis.com value-at-risk direct link: http://www.value-at-risk.net copyright © Contingency Analysis, 2003
_small.jpg)
