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YouTube T5-05: Value (VaR) Mapping a fixed-income portfolio
thanks, can you make a historical var for fixed income portfolio?- jan molina
- Post #8
- Forum: P2.T5. Market Risk Measurement & Management
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J
YouTube T5-05: Value (VaR) Mapping a fixed-income portfolio
Is this an historical simulation aproach ?- jan molina
- Post #6
- Forum: P2.T5. Market Risk Measurement & Management