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Var Quotes by John Hull
- I think VAR is a very healthy development within the industry.
- One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is concerned with extreme outcomes. If the tails of the probability…
- There are challenges in terms of the measurement of VAR for what are known as nonlinear derivatives, where things like gamma and vega are important…
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- I think VAR is a very healthy development within the industry. — John Hull
- One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is concerned with extreme outcomes. If the tails… — John Hull
- There are challenges in terms of the measurement of VAR for what are known as nonlinear derivatives, where things like gamma and… — John Hull
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