Tagged Questions
0
votes
1answer
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how to quantify non-fundamental risk if variance is 100% discounted?
If there's better vocabulary, forgive me.
If you were required to ignore variance as risk, how would you quantify non-fundamental risk?
Many thanks in advance!
6
votes
0answers
119 views
Consistency of economic scenarios in nested stochastics simulation
I am interested in references on research regarding the consistency of economic scenarios in nested stochastics for risk measurement.
Background:
Pricing by Monte-Carlo:
For pricing complex ...
