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BUSINESS FINANCE II (İŞLETME FİNANSI II) - (İNGİLİZCE) Dersi Risk Management soru cevapları
BUSINESS FINANCE II (İŞLETME FİNANSI II) - (İNGİLİZCE) Dersi Risk Management soru detayı:
SORU:
How many VaR calculation methods are there?
CEVAP: Methods used for the calculation of VaR differ in their broad methodology and the assumptions they make. But most broadly used ones are, variance-covariance, historical simulation, Monte Carlo simulation, and extreme value theory.
Methods used for the calculation of VaR differ in their broad methodology and the assumptions they make. But most broadly used ones are, variance-covariance, historical simulation, Monte Carlo simulation, and extreme value theory.