True/False
The Monte Carlo simulation method of estimating Value at Risk is one of the most flexible methods because it permits the user to assume any probability distribution.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q30: Which of the following are not methods
Q31: A credit default swap is an ordinary
Q32: Vega hedging is required only in options
Q33: The historical method for computing Value at
Q34: One good reason for practicing risk management
Q36: Which of the following techniques is a
Q37: Stress testing is one method of estimating
Q38: If a firm engages in risk management
Q39: The risk that errors can occur in
Q40: Netting allows a significant reduction in credit