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Tag Archives: Historical method
The historical method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents the historical method for VaR calculation. Introduction A key factor that forms the backbone for risk management is the measure of those potential … Continue reading
Posted in Contributors, Financial techniques
Tagged confidence level, Historical method, Risk, Value at risk, VaR
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