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Hi David below topic is is still not covered, pls see attached file Philippe Jorion, Value-at-Risk: The New Benchmark for Managing Financial Risk, 3rd Edition (New York: McGraw-Hill, 2007). • Chapter 14. Stress Testing Thanks

Got it :) I was getting c. $306.03 since i was not using "-" After substituting i got a. $303.53 Thanks

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318.2 C isnt it? please confirm Many Thanks

dr = k(theta - rate)dt + sigma rt gamma dz Is gamma missing in your post or i am missing some thing?

Thanks Bro!

Hi All Is there any quick example to understand this method The Cox Ingersoll Ross Model a one factor model of interest rates.? and any example question to test the concept Many Thanks

Thanks Shakti.. makes sense

Number of question 100 Probability of success 0.25 and Failure 0.75 you will have to score at least 80 questions correct what is the probability? quick way to crack this problem please share?

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