Weekend Sale Limited Time 65% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: ac4s65

Which of the following represent the parameters that define a VaR estimate?

PRMIA 8008 Full Course Access
PRMIA 8008 View All Questions

Which of the following represent the parameters that define a VaR estimate?

A.

trading position and distribution assumption

B.

confidence level and the underlying stochastic process

C.

confidence level, the holding period and expected volatility

D.

confidence level and the holding period

8008 PDF/Engine
  • Printable Format
  • Value of Money
  • 100% Pass Assurance
  • Verified Answers
  • Researched by Industry Experts
  • Based on Real Exams Scenarios
  • 100% Real Questions
buy now 8008 pdf
Get 65% Discount on All Products, Use Coupon: "ac4s65"
Next
A risk management function is best organized as:
For a corporate issuer, which of the following can be used to calculate market implied...
Previous