Hello David,
I came across the following question but I need your help in understanding how the answer was arrived at.
Question:
Use VaR Mapping techniques to find the uncorrelated VaR at 95% of EUR 100 Million Forward Contract at rate of 1.2589 $
Answer:
6.15
Appreciate your help.
I came across the following question but I need your help in understanding how the answer was arrived at.
Question:
Use VaR Mapping techniques to find the uncorrelated VaR at 95% of EUR 100 Million Forward Contract at rate of 1.2589 $
Answer:
6.15
Appreciate your help.
