scenerio-analysis
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How to relate scenario analysis by ES
How the results of scenario analysis can be interpreted as coherent risk measures? If there are numerous distribution function involved, how to apply scenario analysis? Los 54.h cross reference to Dowd chapter 2- aimjo
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- scenerio-analysis
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- Forum: P1.T4. Valuation & Risk Models
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About Scenario Analysis
I don't quite understand why 'Scenario analysis can be applied in situations where there are numerous distribution functions involved', would you please elaborate?- Phoebe
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- scenerio-analysis
- Replies: 2
- Forum: P1.T4. Valuation & Risk Models