1. qin841121 Member

   is incremental or component = marginal * the value of position? The schweser text is super confusing on this issue

   qin841121, May 8, 2012

   #1
2. David Harper, CFA, FRM, CIPM David Harper

   please see this post http://www.bionicturtle.com/forum/t...s-incremental-value-at-risk-var-level-2.4961/

   David Harper, CFA, FRM, CIPM, May 8, 2012

   #2