Modelli per il Calcolo del Value at Risk
Modelli per il Calcolo del Value at Risk
Modelli per il Calcolo del Value at Risk
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Esempio pr<strong>at</strong>ico B-N VaR<br />
⇓<br />
(si veda f<strong>il</strong>e in “Esempio Beta Normal VaR”)<br />
Slides AB <strong>Mo<strong>del</strong>li</strong> <strong>per</strong> <strong>il</strong> calcolo <strong>del</strong> <strong>Value</strong> <strong>at</strong> <strong>Risk</strong><br />
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