I really appreciate your feedback.
May it be possible to explain how do you select -5% for 95% and -15% for the 99% VaR ?
I will follow your advice and focus more on qualitative question.
Thank you again for your support.
Hi @lushukai and All,
I am wondering if you could help me to find the solution for the VaR calcution from the graph posted in the forum: https://www.bionicturtle.com/forum/...feedback-postponed-2020-exam.23675/post-86852. i.e.,
During my study I noted that you still use the old formula for pricing forward/future. Example for forward without any cah flows in Garp material they use S×(1+r)^t.
Could you please advise me ?
I am thinking about uprading my account from advanced to pro account because I would like to have access to Excel sheets.
I would like to know if you have the oppotunity to update the Excel sheets with the new changes ?
Thank you in advance