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VaR for Equally likely outcomes
Hi, The following is an excerpt from 2020 FRM Level 1 Valuation and Risk Models Chapter 1 Measures of Financial Risks. Can someone explain if there is a formula that can be used to calculate VaR for a given confidence level when there is a range of possible equally likely outcomes (Note: the...- nag_san
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- uniform uniform-distribution
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- Forum: P1.T4. Valuation & Risk Models (30%)