Marginal, component and incremental VaR

Discussion in 'P2.T8. Investment Management (15%)' started by qin841121, May 8, 2012.

  1. qin841121

    qin841121 Member

    is incremental or component = marginal * the value of position? The schweser text is super confusing on this issue
     
  2. David Harper CFA FRM

    David Harper CFA FRM David Harper CFA FRM (test) Staff Member

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