Historical method: Difference between revisions
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imported>Doug Williamson m (Category added 9/10/13) |
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For all practical purposes, the historical simulation method is to be preferred. | For all practical purposes, the historical simulation method is to be preferred. | ||
== See also == | == See also == | ||
* [[Historical simulation method]] | * [[Historical simulation method]] | ||
* [[Value at risk]] | * [[Value at risk]] | ||
[[Category:Risk_frameworks]] | |||
Revision as of 14:14, 9 October 2013
In Value at risk analysis, a simplified variation of the Historical simulation method.
For all practical purposes, the historical simulation method is to be preferred.
