P2.T5.404. Lessons on value at risk (VaR) implementation: Typo
Hello,
I assumed their is a type in P2.T5.404 answer. Correct answer is B (404.1. B. False: "Scaling of short-horizon VaR to a longer time horizon with the commonly used square-root of-time scaling rule has been found to be an...
P2.T5.303. Simulations with short-term interest rate models: 303.3 Typo
Hello,
Its regarding Answer for 303.3 which is given as Option A. But in explanation its mentioned as "In regard to (A), (B), and (C), each is TRUE" and respective explanation is given for each option mentioned. Whereas it...
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