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Thank all for the replies. Interesting and thought provoking..

Hi Quantman and ami44, Thank you very much for your reply! Fiery Jam

Hi, Just something fundamental that popped in my mind, I am thinking if value at risk ( Var) for a long portfolio composed of commodities assets will be higher in a high commodity price environment? Because 95th percentile vAR using delta normal approach will be 1.645*standard deviation* the...

Hi David, This topic is indeed very difficult for me. Thank you very much for your clear explanation. Now, I am much clearer!

Hi, I am reading https://learn.bionicturtle.com/topic/study-notes-jorion-chapters-6-11/ on var mapping of linear derivatives. How do I get the marginal var of EUR spot: 0.0453? Thanks!