Stratejideki kaybın tahmini değerini hesaplar. Örneğin %-5 olarak hesaplanan VAR değeri %95 ihtimalle maksimum %5 lik bir kayıp oluşacağını ifade eder.
Bir haftadan uzun bir süre önce güncellendi
Bu cevap sorunuzu yanıtladı mı?
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Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
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Unless required by applicable law or agreed to in writing, software
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limitations under the License.Ana içeriğe geçValue At Risk 