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- UID
- 222306
- 帖子
- 362
- 主题
- 16
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-27
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deriv108 Wrote:
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> To calculate 1% VAR by using delta normal
> method(analytical method , we may be provided
> with the z-value.
>
> Should we memorize the z-value for 5% VAR?
It is around 1.65 but you don't have to memorize it. You will get all statistical values you need. Focus on understanding and applying concepts. |
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发表于 2011-7-13 17:16
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