Historical method: Difference between revisions
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imported>Doug Williamson m (Category added 9/10/13) |
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In Value at risk analysis, a simplified variation of the Historical simulation method. | In Value at risk analysis, the historical method is a simplified variation of the Historical simulation method. | ||
For all practical purposes, the historical simulation method is to be preferred. | For all practical purposes, the historical simulation method is to be preferred. | ||
Latest revision as of 17:03, 24 December 2019
In Value at risk analysis, the historical method is a simplified variation of the Historical simulation method.
For all practical purposes, the historical simulation method is to be preferred.
