Factorial Effects
2019. pdf and sas statistics first approach to VaR calculation is variance covariance, or delta normal methodology. This model was popularized by J. P Morgan now J. P. Morgan Chase in sas information early 1990s
2019. pdf and sas statistics first approach to VaR calculation is variance covariance, or delta normal methodology. This model was popularized by J. P Morgan now J. P. Morgan Chase in sas information early 1990s