4926数理金融中等数值题short
Infer One-Day VaR From Multi-Day Scaling 11
题目
Under square-root-of-time Gaussian scaling, a 10-day VaR is 7.589466. What 1-day VaR does that imply?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Under square-root-of-time Gaussian scaling, a 10-day VaR is 7.589466. What 1-day VaR does that imply?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案