本科风险管理课件 05-三种方法演示imple-var

MeanP&L,SimulatedP&L,1%-ile(1-day),,1%-ile(10-day)

-2.518548387,-91.67414735,-318.36,,-1006.748949

StdevP&L,-141.7939246,,,

133.1305366,-2.126435483,1%1-dayVaR:,,318

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