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Some Quick Clarification needed on percentile VAR and Uniform VAR
I understand. Thanks. I wanted to understand this as the picture doesn't explain it to me: 1) I'm having difficulty understanding how you calculated the VAR for the uniform distribution mentioned in the question. For a interval of [0,100] with equal probability of each value in between...- Maps
- Post #5
- Forum: P2.T6. Credit Risk (25%)
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M
Some Quick Clarification needed on percentile VAR and Uniform VAR
Hi David, The link is broken. Could you please reload it?- Maps
- Post #3
- Forum: P2.T6. Credit Risk (25%)