|
- UID
- 222305
- 帖子
- 379
- 主题
- 21
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-5
|
Mock 2010 Q13 daily Var problem
Mock 2010 Q13
the answer is
Asuming 250 trading days per year,if daily Var at 95% confident level is 1 million,over one year a daily loss exceeding 1 million should occur approximately 5% of 250 days or 12.5 days.
i can not understand this answer .what does it talking about? |
|
发表于 2013-4-22 06:01
|