4936数理金融困难essaymedium
Tail Severity Interpretation 21
题目
Two desks report the same 97.5% VaR, but one desk has a much larger 97.5% ES. What does that tell you about the shape of its tail losses beyond the VaR cutoff?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Two desks report the same 97.5% VaR, but one desk has a much larger 97.5% ES. What does that tell you about the shape of its tail losses beyond the VaR cutoff?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。