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Reproduction of the characteristics or the outcome of a phenomenon or process using math or programming. Here limited to events related with quantitative finance as defined in the help center.
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Potential Future Exposure (PFE): Is there any Rigorous Walk Through with Data?
I have searched on the Internet and in several books (including John C. Hull and Jon Gregory) for concrete examples of Potential Future Exposure (PFE), but haven't had any success so far. I would grea …