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本帖最后由 ssigh 于 2012-5-26 14:10 编辑
答案是这样的：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.
他到底说什么呢？怎么都看不明白。 |
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发表于 2012-5-26 13:48
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